Mathematical Problems in Engineering

Nonlinear Problems: Mathematical Modeling, Analyzing, and Computing for Finance 2016


Status
Published

Lead Editor

1Changsha University of Science and Technology, Changsha, China

2Central South University, Changsha, China

3Institute of Policy and Management, Chinese Academy of Science, Beijing, China

4Rutgers University, Piscataway, USA

5University of Western Ontario, London, Canada

6California State University, Long Beach, USA


Nonlinear Problems: Mathematical Modeling, Analyzing, and Computing for Finance 2016

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 the following:

  • 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 analysis 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

Articles

  • Special Issue
  • - Volume 2017
  • - Article ID 1081585
  • - Editorial

Nonlinear Problems: Mathematical Modeling, Analyzing, and Computing for Finance 2016

Chuangxia Huang | Fenghua Wen | ... | Shaoyi He
  • Special Issue
  • - Volume 2017
  • - Article ID 2407086
  • - Research Article

Does Online Investor Sentiment Affect the Asset Price Movement? Evidence from the Chinese Stock Market

Chi Xie | Yuanxia Wang
  • Special Issue
  • - Volume 2016
  • - Article ID 1285768
  • - Research Article

Stock Market Autoregressive Dynamics: A Multinational Comparative Study with Quantile Regression

Lili Li | Shan Leng | ... | Mei Yu
  • Special Issue
  • - Volume 2016
  • - Article ID 6917947
  • - Research Article

Tax Arrangement and Regional Industrial Restructuring: Evidence from Panel Data in China

Jinying Ma | Xi Zhang | ... | Fuzheng Luo
  • Special Issue
  • - Volume 2016
  • - Article ID 8098092
  • - Research Article

External Monitoring and Dynamic Behavior in Mutual Funds

Jian Wang | Xiaoting Wang | ... | Jiliang Sheng
  • Special Issue
  • - Volume 2016
  • - Article ID 8921418
  • - Review Article

Research of Microcosmic Affection Factors on Capital Misallocation: A Case of Chinese Listed Companies

Zhefan Piao | Jini Jia | ... | Rongda Chen
  • Special Issue
  • - Volume 2016
  • - Article ID 3241973
  • - Research Article

A Game of Two Elderly Care Facilities: Competition, Mothballing Options, and Policy Implications

Congcong Wang | Yingxue Zhao | Rongda Chen
  • Special Issue
  • - Volume 2016
  • - Article ID 3791504
  • - Research Article

Chinese Stock Index Futures Price Fluctuation Analysis and Prediction Based on Complementary Ensemble Empirical Mode Decomposition

Ruoyang Chen | Bin Pan
  • Special Issue
  • - Volume 2016
  • - Article ID 9261279
  • - Research Article

A New Cost-Profit Model for Measuring the Optimal Scale of China’s Foreign Exchange Reserve

Xing Li | Tianhai Tian
  • Special Issue
  • - Volume 2016
  • - Article ID 2706719
  • - Research Article

Stability and Hopf Bifurcation Analysis on a Nonlinear Business Cycle Model

Liming Zhao | Zhipei Zhao
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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