During the past few years, due to the increasing challenges that the financial industry has been facing, the application of optimization and control theories has played a vital role in solving sophisticated financial-related issues (e.g., optimization of the investment and trading decisions, modeling and forecasting the behavior of financial assets, analysis of the dynamics of the economic and financial models, etc.) in financial engineering. With the rapid development of both the optimization and control disciplines, great progresses have been made in various aspects such as new control/optimization algorithms, new optimization models, advanced computation approaches, novel modelling methodologies and new analytical techniques. Accordingly, it is urgent for us to utilize these up-to-date tools to create new opportunities in financial engineering.
As a comprehensive research topic, the modelling, prediction, optimization and decision of the financial systems has become a platform for analysing and solving control, optimization, estimation and decision problems in real financial markets by applying the knowledge of multi-disciplines including financial theory, control decision, optimization theory, management science and so on. Despite the ever-increasing complexities of the financial systems, the quick development of the control and optimization theories/technologies provides new solutions. Therefore, the aim of this special issue is to present the latest progresses in financial engineering. Topics include, but are not limited to, model prediction, stochastic processes, game-strategy-based control/optimization, complex financial networks, risk control/management, portfolio optimization, simulation techniques, time-series analysis, insurance, investment and financing decision-making, digital currencies and asset pricing.
Submission and Review Process
- Interested authors should submit their full paper to the System Science & Control Engineering submission site, which is at https://mc.manuscriptcentral.com/tssc
- The corresponding author should state clearly in the cover letter that the manuscript is being submitted to the “Optimization and Control in Financial Engineering” special issue, to be handled by Prof. Hongjian Liu.
- In Step 5 of the submission form (Details & Comments), please select “Optimization and Control in Financial Engineering” from the dropdown menu when asked “Is the manuscript a candidate for a special issue?”
- Again, in Step 5 of the submission form, you will be asked whether you qualify for a waiver. In the free text box insert the code: CODE-CODE-CODE. This code will entitle submitting authors to a 50% waiver on the Article Publishing Charge (APC).
- After the submission, the corresponding author should also forward Prof. Weiyin Fei the manuscript ID and a copy of the submission by email.
The special issue papers will undergo a rigorous peer review process.
Full Paper Submission Deadline 01 April 2019
Notification of Acceptance/Rejection 01 June 2019
Final Paper Submission 01 August 2019
Target Publication Date 01 September 2019
- Guest Editor: Weiyin Fei, School of Mathematics and Physics Anhui Polytechnic University, China (firstname.lastname@example.org)
- Guest Editorial Board Member: Hongjian Liu, School of Mathematics and Physics Anhui Polytechnic University, China (email@example.com)
- Guest Editorial Board Member: Xuerong Mao, Department of Mathematics and Statistics, University of Strathclyde, UK (firstname.lastname@example.org)