Aims and scope

International Journal of Computer Mathematics (IJCM) is a world-leading journal serving the community of researchers in numerical analysis and scientific computing from academia to industry. IJCM publishes original research papers of high scientific value in fields of computational mathematics with profound applications to science and engineering.

IJCM welcomes papers on the analysis and applications of innovative computational strategies as well as those with rigorous explorations of cutting-edge techniques and concerns in computational mathematics. Topics IJCM considers include:

    Numerical solutions of systems of partial differential equations
    Theory and computations of non-local modelling and fractional partial differential equations
    Novel multi-scale modelling and computational strategies
    Parallel computations
    Numerical optimization and controls
    Theory and methods in computational linear algebra
    Imaging algorithms, deep neural network configurations, and vision restorations
    General computational stochastic processes
    Stochastic partial differential equations, Monte Carlo simulations and uncertainty quantification
    Computational finance and applications
    Computational medicine, biomedicine and epidemiology
    Inverse problems and data analysis
    Mathematical and scientific machine learning, objective-oriented computations
    Highly vibrant and robust algorithms with applications to modern industries, including but not limited to multi-physics, economics and biomedicine.

Papers discussing only variations or combinations of existing methods without significant new computational properties or analysis are not of interest to IJCM.

Please note that research in the development of computer systems and theory of computing are not suitable for submission to IJCM. Please instead consider International Journal of Computer Mathematics: Computer Systems Theory (IJCM: CST) for your manuscript. Please note that any papers submitted relating to these fields will be transferred to IJCM:CST. Please ensure you submit your paper to the correct journal to save time reviewing and processing your work. 

Special Issue on Advanced numerical methods, including machine learning, in computational finance
截稿日期: 2024-11-30

Special Issue Editor(s)

Cornelis W. Oosterlee, Mathematical Institute, Utrecht University, the Netherlands
c.w.oosterlee@uu.nl

Matthias Ehrhardt, Bergische University Wuppertal, Germany
ehrhardt@math.uni-wuppertal.de

Maria do Rosário Grossinho, Department of Mathematics, ISEG, University of Lisbon, Portugal
mrg@iseg.ulisboa.pt

Carlos Vazquez Cendon, Applied Mathematics, University of A Coruña, Spain
carlosv@udc.es

Daniel Sevcovic, Division of Applied Mathematics, Comenius University Bratislava, Slovakia
sevcovic@fmph.uniba.sk

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