Innovative Algorithms for Securities Investment in Financial Mathematics
A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "Financial Mathematics".
Deadline for manuscript submissions: 31 December 2024 | Viewed by 183
Special Issue Editors
Interests: stochastic optimization; decision science; investment; artificial intelligence; data science
Interests: financial mathematics; stochastic control
Special Issue Information
Dear Colleagues,
The security market is stochastic and complicated. It provides ample research opportunities for multiple disciplines. This special issue welcomes research articles in the security investment which reveal important issues, provide new perspectives and insights, conduct comprehensive reviews, and propose innovative algorithms and models to enlighten the research community.
For example, operations researchers utilizes various optimization models, including the classical Markowitz model, two or multistage models, robust optimization models, while statisticians may favour Bayesian approach, such as Black-Litterman model and more. Different stochastic process models are widely studied and applied to describe the price movement, and the state-of-art deep learning models are put into security investment almost instantly.
Dr. Michael Chen
Prof. Dr. Song Xu
Prof. Dr. Yongzeng Lai
Guest Editors
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Keywords
- security investment
- stochastic optimization
- artificial intelligence
- algo trading
- control theory
- data science
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