Os editores do número especial “Complexity in Financial Markets”, da Revista científica Complexity, indexada ao SCOPUS e ao WoS (quartil 2), convidam à submissão de manuscritos com prazo até 5 de novembro de 2021.
O objetivo desta edição especial é reunir os papers que discutam a complexidade dos mercados financeiros, tendo em conta as suas diferentes tipologias.
[…] The aim of this Special Issue is to bring together original research and review articles discussing the complexity of financial markets by considering their different typologies. We welcome submissions devoted to stock markets, bonds, commodities, interest rates, cryptocurrencies. Research discussing methods and potential applications with the main objective of increasing our knowledge of financial markets is also welcome. Manuscripts using applications such as linear and nonlinear econometric techniques, measures from information theory (e.g., entropy, transfer entropy or mutual information, etc.), statistical physics approaches, complex networks, or fractal and multifractal analysis are highly encouraged. Other empirical or even theoretical approaches related to complexity in financial markets are also considered.
Lead Editor:
Paulo Jorge Silveira Ferreira, Instituto Politécnico de Portalegre, VALORIZA , Portalegre, Portugal.
Guest Editors:
Andreia Dionísio, Universidade de Évora, CEFAGE, Évora, Portugal.
Mariya Gubareva, ISCAL-IPL, CSG/SOCIUS, Lisboa, Portugal.
Faheem Aslam, COMSATS University, Islamabad, Pakistan.