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 658205
  • - Research Article

The Role of Wealth and Health in Insurance Choice: Bivariate Probit Analysis in China

Yiding Yue | Jinyou Zou
  • Special Issue
  • - Volume 2014
  • - Article ID 912652
  • - Research Article

Regret Theory and Equilibrium Asset Prices

Jiliang Sheng | Jian Wang | Jun Yang
  • Special Issue
  • - Volume 2014
  • - Article ID 291737
  • - Research Article

Randomized Binomial Tree and Pricing of American-Style Options

Hu Xiaoping | Cao Jie
  • Special Issue
  • - Volume 2014
  • - Article ID 612758
  • - Research Article

Risk Measure and Early-Warning System of China's Stock Market Based on Price-Earnings Ratio and Price-to-Book Ratio

Rongda Chen | Sheng Ye | Xianchao Huang
  • Special Issue
  • - Volume 2014
  • - Article ID 618706
  • - Research Article

Performance Evaluation of Portfolios with Margin Requirements

Hui Ding | Zhongbao Zhou | ... | Wenbin Liu
  • Special Issue
  • - Volume 2014
  • - Article ID 475050
  • - Research Article

An Entropy Testing Model Research on the Quality of Internal Control and Accounting Conservatism: Empirical Evidence from the Financial Companies of China from 2007 to 2011

Zongrun Wang | Yan Chen | ... | Yanbo Jin
  • Special Issue
  • - Volume 2014
  • - Article ID 906564
  • - Research Article

Social Interaction and Stock Market Participation: Evidence from China

Zhifeng Liu | Tingting Zhang | Xiaoguang Yang
  • Special Issue
  • - Volume 2014
  • - Article ID 672610
  • - Research Article

Estimation of Nonlinear Dynamic Panel Data Models with Individual Effects

Yi Hu | Dongmei Guo | ... | Shouyang Wang
  • Special Issue
  • - Volume 2014
  • - Article ID 792307
  • - Research Article

A Model for Influence of Nuclear-Electricity Industry on Area Economy

Zigen Ouyang | Hui Wang
  • Special Issue
  • - Volume 2014
  • - Article ID 380874
  • - Research Article

The Kirchhoff Index of Folded Hypercubes and Some Variant Networks

Jiabao Liu | Xiang-Feng Pan | ... | Jinde Cao
Mathematical Problems in Engineering
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Acceptance rate11%
Submission to final decision118 days
Acceptance to publication28 days
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