Mathematical Problems in Engineering

Nonlinear Problems: Mathematical Modeling, Analyzing, and Computing for Finance


Publishing date
16 May 2014
Status
Published
Submission deadline
27 Dec 2013

Lead Editor

1College of Mathematics and Computing Science, Changsha University of Science and Technology, Changsha, Hunan 410114, China

2School of Business, Central South University, Changsha, Hunan 410083, China

3Institute of Policy and Management, Chinese Academy of Science(CAS) , Beijing 100190, China

4Rutgers Business School, Rutgers University, Piscataway, NJ 08854, USA


Nonlinear Problems: Mathematical Modeling, Analyzing, and Computing for Finance

Description

Modern financial markets encapsulate vast number of interconnected financial entities, instruments, and strategies. Understanding these complex dynamical systems requires multidisciplinary efforts from a wide range of quantitative fields including mathematics, statistics, data mining, and operations research. While conventional financial research focuses mostly on linear models of variables of interest, they cannot cope with real-world financial phenomena. In the past decade, we have seen significant progress in our fundamental understanding of dynamical financial and economic behaviors, both from the micro- and macroprospective, using nonlinear systems and methodologies. Powerful techniques borrowed from traditional nonlinear models and new methods invented have been brought to almost every aspect of financial research, including asset pricing, risk management, and financial forecasting. Still, there exist many challenging problems. The goal of this special issue is to gather recent research efforts on the development and applications of nonlinear techniques to address the critical issues in finance. We invite investigators to contribute original research and review articles on nonlinear methods as well as the applications of existing nonlinear models to finance. Potential topics include, but are not limited to:

  • Portfolio selection and optimization
  • Asset pricing and arbitrage techniques
  • Behavioral finance modeling
  • Risk assessment and credit analysis
  • Financial time series modeling and forecasting
  • Financial diagnosis and control
  • Dynamical snalysis of stability, chaos, and bifurcation
  • Stochastic analysis and stochastic control
  • Numerical computation and simulations
  • Financial network models
  • Agent-based computational finance
  • Nonlinear dynamical system for finance

Before submission, authors should carefully read over the journal’s Author Guidelines, which are located at http://www.hindawi.com/journals/mpe/guidelines/. Prospective authors should submit an electronic copy of their complete manuscript through the journal Manuscript Tracking System at http://mts.hindawi.com/submit/journals/mpe/mmacf/ according to the following timetable:


Articles

  • Special Issue
  • - Volume 2014
  • - Article ID 802031
  • - Editorial

Nonlinear Problems: Mathematical Modeling, Analyzing, and Computing for Finance

Chuangxia Huang | Fenghua Wen | ... | Xiaodong Lin
  • Special Issue
  • - Volume 2014
  • - Article ID 786391
  • - Research Article

The Pricing of Asian Options in Uncertain Volatility Model

Yulian Fan | Huadong Zhang
  • Special Issue
  • - Volume 2014
  • - Article ID 513201
  • - Research Article

Multiscale Combined Model Based on Run-Length-Judgment Method and Its Application in Oil Price Forecasting

Wang Shu-ping | Hu Ai-mei | ... | Bai Xiao-wei
  • Special Issue
  • - Volume 2014
  • - Article ID 314307
  • - Research Article

Ruin Probabilities in the Mixed Claim Frequency Risk Models

Zhao Xiaoqin | Chuangxia Huang
  • Special Issue
  • - Volume 2014
  • - Article ID 381943
  • - Research Article

Pricing Convertible Bonds with Credit Risk under Regime Switching and Numerical Solutions

Wei-Guo Zhang | Ping-Kang Liao
  • Special Issue
  • - Volume 2014
  • - Article ID 980410
  • - Research Article

A Driving Force Analysis and Forecast for Gas Consumption Demand in China

Qing Zhu | Quan-Ying Lu | ... | Kin Keung Lai
  • Special Issue
  • - Volume 2014
  • - Article ID 297563
  • - Research Article

An Analytic Hierarchy Model for Classification Algorithms Selection in Credit Risk Analysis

Gang Kou | Wenshuai Wu
  • Special Issue
  • - Volume 2014
  • - Article ID 949717
  • - Research Article

Commercial Bank Efficiency Evaluation in Consideration of the Undesirable Output and Its Link with Stakeholders Relationship: An Application of China’s Commercial Banks

Jianyue Ji | Yanxia Wang
  • Special Issue
  • - Volume 2014
  • - Article ID 980351
  • - Research Article

Improved Delay-Dependent Robust Stability Criteria for a Class of Uncertain Neutral Type Lur’e Systems with Discrete and Distributed Delays

Kaibo Shi | Hong Zhu | ... | Yuping Zhang
  • Special Issue
  • - Volume 2014
  • - Article ID 272403
  • - Research Article

Study on Informational Transaction and Its Effect on China's Stock Index Futures Market

Hongli Che | Xiong Xiong | ... | Yongjie Zhang
Mathematical Problems in Engineering
 Journal metrics
Acceptance rate27%
Submission to final decision64 days
Acceptance to publication34 days
CiteScore1.800
Impact Factor1.009
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