New Trends in Quantitative Finance

Éditeurs invités

  • José Da Fonseca, Auckland University of Technology
  • John Fan, Griffith University
  • Neda Todorova, Griffith University

Synthèse

This special issue accompanies the 2025 Derivative Markets Conference, an established academic event held in Queenstown, New Zealand. The issue seeks high-quality research papers that address cutting-edge developments in quantitative finance, particularly those presented at the conference.

The special issue aims to publish innovative research on emerging topics including digital currencies, decentralized finance, and machine learning applications in financial modeling. The editors welcome contributions spanning derivatives modeling, high-frequency trading, cryptocurrency markets, and advanced mathematical finance methods from scholars working in quantitative finance research.

Thèmes proposés

  • Derivatives pricing and risk management
  • High-frequency trading
  • Commodity markets
  • Cryptocurrency markets
  • Machine learning techniques applied to finance
  • Digital currencies and decentralized finance (DeFi)
  • Artificial intelligence applications in financial modeling and decision-making
  • Advanced mathematical methods in finance, including mean field games and optimal transport