Submit a Manuscript to the Journal

International Journal of Computer Mathematics

For a Special Issue on

Advanced numerical methods, including machine learning, in computational finance

Manuscript deadline
30 November 2024

Cover image - International Journal of Computer Mathematics

Special Issue Editor(s)

Cornelis W. Oosterlee, Mathematical Institute, Utrecht University, the Netherlands
[email protected]

Matthias Ehrhardt, Bergische University Wuppertal, Germany
[email protected]

Maria do Rosário Grossinho, Department of Mathematics, ISEG, University of Lisbon, Portugal
[email protected]

Carlos Vazquez Cendon, Applied Mathematics, University of A Coruña, Spain
[email protected]

Daniel Sevcovic, Division of Applied Mathematics, Comenius University Bratislava, Slovakia
[email protected]

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Advanced numerical methods, including machine learning, in computational finance

Coming year, we will organise the 5th International Conference on Computational Finance (ICCF24) - Novel Methods in Computational Finance.

The Special Issue of International Journal of Computer Mathematics will contain selected papers in Computational Finance. In this Special Issue, high quality papers exploring the latest advances in computational finance and machine learning for finance are sollicited, i.e., papers of about 15 pages and these will be refereed according to IJCM policies.

We invite researchers to contribute original research articles that will stimulate the continuing efforts to design, develop and apply new mathematical tools for solving real problems in computational finance as they appear in the financial industry. Potential topics include, but are not limited to:

- Numerical methods and machine learning in finance and risk management

- Optimal stochastic control, mean-field games, portfolio optimization

- ESG and climate risk

- Interest rate and volatility modeling

- Optimal transport and applications in mathematical finance

- Systemic risk, financial network analysis

- Blockchain, decentralised finance

- Quantum computing and finance

- Anomaly and outlier detection

Submission Instructions

Expected date of submission of first manuscript: 30th June, 2024

Target deadline for submission of all manuscripts: 30th November, 2024

Reviews by 31 March 2025 and deadline for all reviews 30 September 2025

Notification of final decision: 30 November, 2025

The Special Issue of International Journal of Computer Mathematics will contain selected papers in Computational Finance. In this Special Issue, high quality papers exploring the latest advances in computational finance and machine learning for finance are sollicited, i.e., papers of about 15 pages and these will be refereed according to IJCM policies.

We invite researchers to contribute original research articles that will stimulate the continuing efforts to design, develop and apply new mathematical tools for solving real problems in computational finance as they appear in the financial industry. Potential topics include, but are not limited to:

- Numerical methods and machine learning in finance and risk management

- Optimal stochastic control, mean-field games, portfolio optimization

- ESG and climate risk

- Interest rate and volatility modeling

- Optimal transport and applications in mathematical finance

- Systemic risk, financial network analysis

- Blockchain, decentralised finance

- Quantum computing and finance

- Anomaly and outlier detection

Publication: by the end of 2025

Instructions for AuthorsSubmit an Article