Citation: Dilong Xu. Welcome to our new journal---Quantitative Finance and Economics[J]. Quantitative Finance and Economics, 2017, 1(1): 1. doi: 10.3934/QFE.2017.1.1
[1] | Guang Liu, Hong Yi, Haonan Liang . Measuring provincial digital finance development efficiency based on stochastic frontier model. Quantitative Finance and Economics, 2023, 7(3): 420-439. doi: 10.3934/QFE.2023021 |
[2] | Larysa Dokiienko, Nataliya Hrynyuk, Igor Britchenko, Viktor Trynchuk, Valentyna Levchenko . Determinants of enterprise's financial security. Quantitative Finance and Economics, 2024, 8(1): 52-74. doi: 10.3934/QFE.2024003 |
[3] | Iuliana Matei . Is financial development good for economic growth? Empirical insights from emerging European countries. Quantitative Finance and Economics, 2020, 4(4): 653-678. doi: 10.3934/QFE.2020030 |
[4] | Gaoke Liao, Zhenghui Li, Mengxin Wang, Khaldoon Albitar . Measuring China's urban digital finance. Quantitative Finance and Economics, 2022, 6(3): 385-404. doi: 10.3934/QFE.2022017 |
[5] | Zhenghui Li, Zhenzhen Wang, Zhehao Huang . Modeling Business Cycle with Financial Shocks Basing on Kaldor-Kalecki Model. Quantitative Finance and Economics, 2017, 1(1): 44-66. doi: 10.3934/QFE.2017.1.44 |
[6] | Luís Miguel Marques, Flávio Morais, Zélia Serrasqueiro . How does society satisfaction affect the capital structure of firms? A two-part fractional regression approach. Quantitative Finance and Economics, 2024, 8(2): 210-234. doi: 10.3934/QFE.2024008 |
[7] | Akash Deep . Advanced financial market forecasting: integrating Monte Carlo simulations with ensemble Machine Learning models. Quantitative Finance and Economics, 2024, 8(2): 286-314. doi: 10.3934/QFE.2024011 |
[8] | Guido Migliaccio, Antonella De Blasio . The economic performance of Italian olive oil companies: a comparative quantitative approach using the Anova and Tukey-Kramer methods. Quantitative Finance and Economics, 2024, 8(3): 437-465. doi: 10.3934/QFE.2024017 |
[9] | Lennart Ante, Ingo Fiedler . Cheap signals in security token offerings (STOs). Quantitative Finance and Economics, 2020, 4(4): 608-639. doi: 10.3934/QFE.2020028 |
[10] | Keyue Yan, Ying Li . Machine learning-based analysis of volatility quantitative investment strategies for American financial stocks. Quantitative Finance and Economics, 2024, 8(2): 364-386. doi: 10.3934/QFE.2024014 |
Quantitative Finance and Economics provides a platform for research in finance and economics that deploys mathematical reasoning and theories from differential equations and dynamical systems, stochastic analysis and stochastic differential equations, probability theory, statistical inference and methods of econometrics. Coverage includes all major areas of finance and economics, particularly risk management.
Quantitative Finance and Economics publishes original quantitative, statistical, and mathematical research with applications in economics, finance. The main objective is to publish innovative articles which utilize mathematical principles and methods to study problems in these areas. While every paper will involve mathematics, each paper must make clear its contribution to economics, finance and management. Cutting edgepapers that are highly innovative and seek to provide fundamental new results and comment on new directions are highly encouraged.