Calls for papers

 

International Journal of Computational Economics and Econometrics

 

Special Issue on: "Advances in the Use of Big Data for Quantitative Finance"

Guest Editors:
Yao-Hsien Lee, Chung Hua University, Taiwan
Mei-Yu Lee, Yuanpei University, Taiwan

This special issue is an attempt to explore and bring together methodological and practical studies dealing with the use of big data in finance. It also welcomes the exploration of suitable software solutions to extract, process and exploit big data in financial contexts, as well as applications of big data methodologies for forecasting purposes.

Subject Coverage
Suitable topics include, but are not limited to, the following:

• Computational methodologies for big data in finance
• Trading and machine-learning algorithms
• Software solutions to extract, process and exploit big data in finance
• Simulation methods for big data in finance
• Forecasting of financial trends through the use of big data
• Micro-structure applied to finance using big data
• Applications of big data methodologies to the foreign exchange market
• Applications of big data methodologies to the stock market
• Applications of big data methodologies to monetary policies
• Applications of big data methodologies to financial derivatives

Notes for Prospective Authors

Submitted papers should not have been previously published nor be currently under consideration for publication elsewhere. (N.B. Conference papers may only be submitted if the paper has been completely re-written and if appropriate written permissions have been obtained from any copyright holders of the original paper).

All papers are refereed through a peer review process.

All papers must be submitted online. To submit a paper, please read our Submitting articles page.

Important Dates

Submission of Manuscripts: 31 January, 2016

Notification to Authors: 31 March, 2016

Final Versions Due: 28 May, 2016