Topical Advisory Panel for section 'Financial Mathematics'
- Algebra, Geometry and Topology Section
- Computational and Applied Mathematics Section
- Difference and Differential Equations Section
- Dynamical Systems Section
- Engineering Mathematics Section
- Financial Mathematics Section
- Functional Interpolation Section
- Fuzzy Sets, Systems and Decision Making Section
- Mathematical Biology Section
- Mathematical Physics Section
- Mathematics and Computer Science Section
- Network Science Section
- Probability and Statistics Section
Please see the section webpage for more information on this section.
Members
305 DPC Business Building, University of Maine, Orono, ME 04469, USA
Interests: developing multi-constraint optimized long-short market-neutral hedged portfolios using ETF’s as primary assets and harvesting financial information on the web; the role of cognitive biases and heuristics in the decision making process as applied to the capital markets, stable covariance and correlation matrices on ETFs and devising alpha-return techniques that utilize portfolio risk exposures to drive returns; portfolio optimization; risk management; beta neutral hedging; sentiment estimation; timeseries analysis; liquidity modeling and Risk parity portfolio strategies
Special Issues, Collections and Topics in MDPI journals
Interests: developing multi-constraint optimized long-short market-neutral hedged portfolios using ETF’s as primary assets and harvesting financial information on the web; the role of cognitive biases and heuristics in the decision making process as applied to the capital markets, stable covariance and correlation matrices on ETFs and devising alpha-return techniques that utilize portfolio risk exposures to drive returns; portfolio optimization; risk management; beta neutral hedging; sentiment estimation; timeseries analysis; liquidity modeling and Risk parity portfolio strategies
Special Issues, Collections and Topics in MDPI journals
Department of Electric Power System, Melentiev Energy Systems Institute SB RAS, 664033 Irkutsk, Russia
Interests: industrial organisation; game theory; modeling of economics; energy economics
Special Issues, Collections and Topics in MDPI journals
Interests: industrial organisation; game theory; modeling of economics; energy economics
Special Issues, Collections and Topics in MDPI journals
Instituto Superior de Economia e Gestão, Universidade de Lisboa, 1249-078 Lisboa, Portugal
Interests: computational economics; network analysis; agent-based models
Interests: computational economics; network analysis; agent-based models
Department of Management and Marketing, Complutense University of Madrid, 28040 Madrid, Spain
Interests: mangement; cyborg; technology acceptance; blockchain; cryptocurrencies
Interests: mangement; cyborg; technology acceptance; blockchain; cryptocurrencies
Department of Applied Economics, University of the Balearic Islands, 07122 Palma, Spain
Interests: time series analysis; econometric theory; seasonality; nonstationary seasonal time series; cointegration between seasonal time series; aggregation; mixed-frequency
Interests: time series analysis; econometric theory; seasonality; nonstationary seasonal time series; cointegration between seasonal time series; aggregation; mixed-frequency
Department of Business, Faculty of Business, Babes-Bolyai University, 7 Horea Street, 400174 Cluj-Napoca, Romania
Interests: tax behavior; financial analysis; game theory; neuroeconomics; cognitive neuroscience
Special Issues, Collections and Topics in MDPI journals
Interests: tax behavior; financial analysis; game theory; neuroeconomics; cognitive neuroscience
Special Issues, Collections and Topics in MDPI journals
NMBU School of Economics and Business, Norwegian University of Life Sciences, 1432 Ås, Norway
Interests: electricity economics; industrial organization; bayesian econometrics; machine learning
Interests: electricity economics; industrial organization; bayesian econometrics; machine learning
Department of Statistical Sciences, University of Padova, Padova, Italy
Interests: bayesian statistics; time series analysis; financial econometrics
Special Issues, Collections and Topics in MDPI journals
Interests: bayesian statistics; time series analysis; financial econometrics
Special Issues, Collections and Topics in MDPI journals
School of Mathematical and Computer Sciences, Heriot-Watt University, Edinburgh EH14 4AS, UK
Interests: actuarial mathematics; ageing; pensions; notional defined contribution accounts
Special Issues, Collections and Topics in MDPI journals
Interests: actuarial mathematics; ageing; pensions; notional defined contribution accounts
Special Issues, Collections and Topics in MDPI journals
Institute of International Management, University of Applied Sciences FH Joanneum, 8020 Graz, Austria
Interests: international economy and business
Interests: international economy and business
Amsterdam School of Economics, University of Amsterdam, Roetersstraat 11, 1018 WB Amsterdam, The Netherlands
Interests: insurance; actuarial risk theory; mathematical finance; game theory
Special Issues, Collections and Topics in MDPI journals
Interests: insurance; actuarial risk theory; mathematical finance; game theory
Special Issues, Collections and Topics in MDPI journals
Department of Finance School, Bucharest University of Economic Studies, 010374 Bucharest, Romania
Interests: financial analysis; financial accounting; corporate finance; financial economics
Interests: financial analysis; financial accounting; corporate finance; financial economics
Institute for Applied Mathematics "Mauro Picone" IAC, Italian National Research Council, 00185 Rome, Italy
Interests: analysis; quantitative social research; social policy; qualitative social research
Interests: analysis; quantitative social research; social policy; qualitative social research
Department of Law and Economics, University of Rome Unitelma Sapienza, 00161 Rome, Italy
Interests: financial mathematics; financial econometrics; optimization; operation research
Interests: financial mathematics; financial econometrics; optimization; operation research
Department of Applied Economics, University of Valencia, 46021 Valencia, Spain
Interests: statistics applied to business and economics; data envelopment analysis
Special Issues, Collections and Topics in MDPI journals
Interests: statistics applied to business and economics; data envelopment analysis
Special Issues, Collections and Topics in MDPI journals
Modeling, Identification and Control Engineering (MICELab) Research Group, Institut d’Informatica i Aplicacions, Universitat de Girona, 17003 Girona, Spain
Interests: financial economics; behavioural economics; artificial intelligence; algorithms; artificial neural network
Special Issues, Collections and Topics in MDPI journals
Interests: financial economics; behavioural economics; artificial intelligence; algorithms; artificial neural network
Special Issues, Collections and Topics in MDPI journals
Department of Economics, Ca’ Foscari University of Venice, Sestiere Cannaregio 873, 30121 Venice, Italy
Interests: portfolio selection and portfolio management; artificial intelligence and machine learning for finance and economics; bio-inspired metaheuristics for financial optimization; multi-criteria decision methods for decision-making support
Interests: portfolio selection and portfolio management; artificial intelligence and machine learning for finance and economics; bio-inspired metaheuristics for financial optimization; multi-criteria decision methods for decision-making support
Department of Mathematics and Computer Science, University of Perugia, Via Luigi Vanvitelli 1, 06123 Perugia, Italy
Interests: stochastic processes; optimal control; backward stochastic differential equations; mathematical finance; insurance; cryptocurrencies modelling; stochastic modelling of investors’ sentiment
Special Issues, Collections and Topics in MDPI journals
Interests: stochastic processes; optimal control; backward stochastic differential equations; mathematical finance; insurance; cryptocurrencies modelling; stochastic modelling of investors’ sentiment
Special Issues, Collections and Topics in MDPI journals
Public Finance Research Institute, Faculty of Science of Public Governance and Administration, National University of Public Service, 1083 Budapest, Hungary
Interests: public finances; accounting; controlling; management
Interests: public finances; accounting; controlling; management
Department of Economic and Statistical Sciences, University of Naples Federico II, via Cintia, Complesso Monte S. Angelo, 80126 Napoli, Italy
Interests: actuarial mathematics; analysis and control of the interactions between financial and demographic risks; variable annuities; stochastic mortality models; innovative pension contracts; insurance and sustainability
Interests: actuarial mathematics; analysis and control of the interactions between financial and demographic risks; variable annuities; stochastic mortality models; innovative pension contracts; insurance and sustainability
Faculty of Economic Sciences, Department of Economics and Business, University of Oradea, 410087 Oradea, Romania
Interests: economics; european integration; regional development; entrepreneurship
Interests: economics; european integration; regional development; entrepreneurship
1. Department of Engineering, University of Messina, 98166 Messina, Italy
2. Business School, King's College London, London, UK
Interests: complex systems modeling; computational finance
2. Business School, King's College London, London, UK
Interests: complex systems modeling; computational finance
Department of Planning and Regional Development, University of Thessaly, Pedion Areos, 38333 Volos, Greece
Interests: statistical and econometric methods for spatial analysis; mathematical economy and econometry
Interests: statistical and econometric methods for spatial analysis; mathematical economy and econometry
Department of Mathematics, Florida State University, Tallahassee, FL 32306, USA
Interests: stochastic control theory; mathematical finance; online learning
Interests: stochastic control theory; mathematical finance; online learning
Department of Economics and Finance, Faculty of Economics and Business Sciences, University of Castilla-La Mancha, Plaza de la Universidad 1, 02071 Albacete, Spain
Interests: connectedness; credit rating; financial markets; fixed income; liquidity
Interests: connectedness; credit rating; financial markets; fixed income; liquidity
Department of Sciences, University Centre of Defence at the Spanish Air Force Academy, MDE-UPCT, Santiago de la Ribera, 30720 Murcia, Spain
Interests: fractals; fractal structures; fractal geometry; self-similar sets; fractal dimension; separation properties for attractors; self-similar processes; applications of fractal dimension; Hurst exponent; applications of Hurst exponent in finance
Interests: fractals; fractal structures; fractal geometry; self-similar sets; fractal dimension; separation properties for attractors; self-similar processes; applications of fractal dimension; Hurst exponent; applications of Hurst exponent in finance
Dipartimento di Scienze Matematiche, Informatiche e Fisiche, Università di Udine, 33100 Udine, Italy
Interests: discrete mathematics; group theory; discrete geometry; geometry; hyperstructures
Special Issues, Collections and Topics in MDPI journals
Interests: discrete mathematics; group theory; discrete geometry; geometry; hyperstructures
Special Issues, Collections and Topics in MDPI journals
Department of International Competitiveness, Poznan University of Economics and Business, 61875 Poznań, Poland
Interests: virtual strategic business games; modeling of entrepreneurship; entrepreneurial process; entrepreneurship education
Special Issues, Collections and Topics in MDPI journals
Interests: virtual strategic business games; modeling of entrepreneurship; entrepreneurial process; entrepreneurship education
Special Issues, Collections and Topics in MDPI journals
Department of Statistics and Informatics, University of Craiova, 200585 Craiova, Romania
Interests: econometrics; time series analysis; computational intelligence; cybernetics
Interests: econometrics; time series analysis; computational intelligence; cybernetics
Department of Economics and Finance, Faculty of Economics and Business Sciences, University of Castilla-La Mancha, Plaza de la Universidad 1, 02071 Albacete, Spain
Interests: cryptocurrency market; connectedness, risk factors, interest rates; stock returns; performance measures; investment strategies
Interests: cryptocurrency market; connectedness, risk factors, interest rates; stock returns; performance measures; investment strategies
