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 854681
  • - Research Article

Coordination of Supply Chain with a Dominant Retailer under Demand Disruptions

Jian Li | Xiaofang Liu | ... | Fengmei Yang
  • Special Issue
  • - Volume 2014
  • - Article ID 389598
  • - Research Article

Exchange Rate Forecasting Using Entropy Optimized Multivariate Wavelet Denoising Model

Kaijian He | Lijun Wang | ... | Kin Keung Lai
  • Special Issue
  • - Volume 2014
  • - Article ID 545723
  • - Research Article

An Empirical Study of the Effect of Investor Sentiment on Returns of Different Industries

Chuangxia Huang | Xin Yang | ... | Hu Sheng
  • Special Issue
  • - Volume 2014
  • - Article ID 462705
  • - Research Article

Allocating Tradable Emissions Permits Based on the Proportional Allocation Concept to Achieve a Low-Carbon Economy

Qianzhi Dai | Yongjun Li | ... | Liang Liang
  • Special Issue
  • - Volume 2014
  • - Article ID 793192
  • - Research Article

A Network DEA Model with Super Efficiency and Undesirable Outputs: An Application to Bank Efficiency in China

Jianhuan Huang | Juanjuan Chen | Zhujia Yin
  • Special Issue
  • - Volume 2014
  • - Article ID 561784
  • - Research Article

Analysis on the Spatial-Temporal Dynamics of Financial Agglomeration with Markov Chain Approach in China

Weimin Chen | Huifang Zeng | Youjin Liu
  • Special Issue
  • - Volume 2014
  • - Article ID 686201
  • - Research Article

Representation Bias, Return Forecast, and Portfolio Selection in the Stock Market of China

Daping Zhao | Yong Fang
  • Special Issue
  • - Volume 2014
  • - Article ID 801791
  • - Research Article

The High Contact Principle with Reward Functions Involving Initial Points

Dongmei Guo | Yi Hu | ... | Chunli Chu
  • Special Issue
  • - Volume 2014
  • - Article ID 965395
  • - Research Article

Emergency-Dependent Supply Decisions with Risk Perception and Price Control

Shaofu Du | Huifang Jiao | ... | Jiaang Zhu
  • Special Issue
  • - Volume 2014
  • - Article ID 912389
  • - Research Article

A Numerical Study for Robust Active Portfolio Management with Worst-Case Downside Risk Measure

Aifan Ling | Le Tang
Mathematical Problems in Engineering
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Acceptance rate11%
Submission to final decision118 days
Acceptance to publication28 days
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