Manuscript Topics

Nowadays, financial markets channel vast amounts of money from the savings of states, companies, and families. Trillions of dollars change hands daily. That is why the development of financial models is currently one of the major challenges faced by economists, mathematicians, and recently, physicists.
The design of quantitative models helps us not only to understand the behavior of the price and volatility of a financial asset but also the dynamics or structure of a particular market, as well as the interrelationship with other markets, whether due to geographical, economic, or any other type of proximity.
In recent decades, the incorporation of models from physics has brought a new perspective to the modeling of financial markets. This special issue is therefore aimed at quantitative researchers in finance, mathematics, and physics whose research focuses on portfolio selection and management, pricing derivatives, volatility modeling, risk analysis, stochastic modeling, and asset pricing, among others.
We are pleased to invite submissions for a special issue on Advanced quantitative methods for the analysis of financial markets, which aims to integrate expert knowledge from different disciplines, including mathematics, statistics, and physics, for financial market analysis.
We encourage the submission of high-quality research papers that develop and apply advanced quantitative methods to analyze and understand financial markets and instruments. Topics of interest include, but are not limited to:

Econophysics: Application of physical models to financial market behavior, including statistical mechanics and investigating persistence in financial time series and its implications for asset pricing and volatility modeling;
Random Matrix Theory: Use of random matrices to understand financial correlations and manage risk, particularly in portfolio selection and market analysis;
Complex Network Theory: Analysis of financial markets through network theory, focusing on interconnections between assets, sectors, and global markets;
Predictive Analytics and Its Use in Portfolio Theory: Using quantitative models to predict future asset returns and assess associated risks.

This special issue seeks contributions from both theoretical and applied perspectives that push the boundaries of current financial modeling practices. Papers should contribute to the advancement of quantitative techniques in finance and offer insights into their real-world application in stock markets, commodity markets, and other financial instruments.

 Submission Guidelines    
Manuscripts should be original and not under review elsewhere.    
All submissions will be fully refereed according to the high standards of AIMS Mathematics.    
We look forward to your contributions, which will deepen our understanding of financial markets and enhance the toolkit for quantitative researchers and practitioners.

Instruction for Authors    
http://www.aimspress.com/aimses/news/solo-detail/instructionsforauthors    
Please submit your manuscript to online submission system    
https://aimspress.jams.pub/