Special Issue “Financial Econometrics and Machine Learning”
A special issue of International Journal of Financial Studies (ISSN 2227-7072).
Deadline for manuscript submissions: 30 September 2022.
Special Issue Editors
Dr. Sahbi Farhani
Guest Editor
Higher Institute of Finance and Taxation of Sousse (ISFFS), University of Sousse, Sousse, Tunisia
Interests: energy economics; financial energy; financial econometrics
Dr. Muhammad Ali Nasir
Guest Editor
Department of Accounting, Finance and Economics, Huddersfield Business School, University of Huddersfield, Huddersfield, UK
Interests: economics and finance
Special Issue Information
Dear Colleagues,
The aim of this Special Issue is to identify challenges and solutions for machine learning that contribute to financial econometrics with methods that find functional forms of models in a manner that includes artificial intelligence. It covers papers on complex topics dealing with:
- Prediction for financial forecasting;
- Asset pricing, corporate finance, international finance, options and futures, risk management, and stress testing for financial institutions;
- Single-equation multiple regression, simultaneous equation regression, and panel data analysis, among others;
- Computer technology in financial research (different computer languages and programming techniques used for empirical research in finance);
- Simulation, machine learning, big data, and financial payments.
A part of this SI will be devoted to the top selected papers that come to be presented in The 1st Conference of the Association for Quantitative Economic Research “AQuER Conf’22”, March 24–26, 2022, Hammamet, Tunisia.
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