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 861085
  • - Research Article

A Sustainable Financing Credit Rating Model for China’s Small- and Medium-Sized Enterprises

Yu Cao | Shouyao Xiong
  • Special Issue
  • - Volume 2014
  • - Article ID 297637
  • - Research Article

Dynamic Characteristic Analysis of Indirect Carbon Emissions Caused by Chinese Urban and Rural Residential Consumption Based on Time Series Input-Output Tables from 2002 to 2011

Guoxing Zhang | Mingxing Liu | Xiulin Gao
  • Special Issue
  • - Volume 2014
  • - Article ID 272518
  • - Research Article

The Effects of Prior Outcomes on Risky Choice: Evidence from the Stock Market

Fenghua Wen | Xu Gong | ... | Xiaohong Chen
  • Special Issue
  • - Volume 2014
  • - Article ID 438104
  • - Research Article

A Pareto Optimal Auction Mechanism for Carbon Emission Rights

Mingxi Wang | Mingrong Wang | ... | Shouyang Wang
  • Special Issue
  • - Volume 2014
  • - Article ID 819371
  • - Research Article

Domestic Systemically Important Banks: A Quantitative Analysis for the Chinese Banking System

Yibing Chen | Yong Shi | ... | Lingling Zhang
  • Special Issue
  • - Volume 2014
  • - Article ID 286739
  • - Research Article

Empirical Pricing of Chinese Defaultable Corporate Bonds Based on the Incomplete Information Model

Li Ping | Wang Xiaoxu
  • Special Issue
  • - Volume 2014
  • - Article ID 930271
  • - Research Article

Agent or Borrower? An Incentive of Moral Hazard with China Commercial Guarantee Company

Feng He | Wei Zhang | ... | Xiong Xiong
  • Special Issue
  • - Volume 2014
  • - Article ID 791656
  • - Research Article

Dynamic Nonlinear Pricing Model Based on Adaptive and Sophisticated Learning

Wenjie Bi | Yinghui Sun | ... | Xiaohong Chen
  • Special Issue
  • - Volume 2014
  • - Article ID 869628
  • - Research Article

One-Step Dynamic Classifier Ensemble Model for Customer Value Segmentation with Missing Values

Jin Xiao | Bing Zhu | ... | Dunhu Liu
  • Special Issue
  • - Volume 2014
  • - Article ID 317059
  • - Research Article

Estimation of Parameters in Mean-Reverting Stochastic Systems

Tianhai Tian | Yanli Zhou | ... | Xiangyu Ge
Mathematical Problems in Engineering
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Acceptance rate11%
Submission to final decision118 days
Acceptance to publication28 days
CiteScore2.600
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