New Approaches in Quantitative Modeling of Financial Markets
Editor: Taisei Kaizoji and Mauro Politi, International Christian University, Tokyo, Thomas Lux, University of Kiel
We invite authors to submit papers for the Special Issue on “Quantitative Finance and Economics”. This special issue follows the "First Unconventional Workshop on Quantitative Finance and Economics" held at the International Christian University in Tokyo the 21st–23th of February 2011 (http://firstworkshop.mezoka.com/), but is open also to contributions not presented in it.
The special issue aims to present ideas around open problems and recent frontiers in quantitative finance and economics. Topics may include traditional as well as innovative quantitative finance and economics fields. Researchers and scholars from an interdisciplinary background are specially welcome. Preciselly, topics may include:
- Statistical and probabilistic methods in economics and finance
- Multiscaling analysis and modeling
- Market microstructure modeling
- Financial and economical networks
- Agent-based models in economics and finance
- Markets as complex adaptive systems
- Crisis forecasting
