The International Research Conference Aims and Objectives
The International Research Conference is a federated organization dedicated to bringing together a significant number of diverse scholarly events for presentation
within the conference program. Events will run over a span of time during the conference depending on the number and length of the presentations.
With its high quality, it provides an exceptional value for students, academics and industry researchers.
International Conference on Financial Mathematics and Applications
aims to bring together leading academic scientists, researchers and research scholars to exchange and share their experiences and research results on all aspects of
Financial Mathematics and Applications.
It also provides a premier interdisciplinary platform for researchers, practitioners and educators to present and discuss the most recent innovations,
trends, and concerns as well as practical challenges encountered and solutions adopted in the fields of Financial Mathematics and Applications.
Call for Contributions
Prospective authors are kindly encouraged to contribute to and help shape the conference through submissions of their research abstracts, papers and e-posters.
Also, high quality research contributions describing original and unpublished results of conceptual, constructive, empirical, experimental, or
theoretical work in all areas of Financial Mathematics and Applications are cordially invited for presentation at the conference.
The conference solicits contributions of abstracts, papers and e-posters that address themes and topics of the conference, including figures, tables and references of
novel research materials.
Guidelines for Authors
Please ensure your submission meets the conference's strict guidelines for accepting scholarly papers.
Downloadable versions of the check list for
Full-Text Papers and
Abstract Papers.
Please refer to the
Paper Submission Guideline,
Abstract Submission Guideline and
Author Information
before submitting your paper.
Conference Proceedings
All submitted conference papers will be blind peer reviewed by three competent reviewers.
The peer-reviewed conference proceedings are indexed in the Open Science Index,
Google Scholar,
Semantic Scholar,
Zenedo,
BASE,
WorldCAT,
Sherpa/RoMEO,
and other index databases. Impact Factor Indicators.
Special Journal Issues
19. International Conference on Financial Mathematics and Applications has teamed up with the Special Journal Issue on
Financial Mathematics and Applications.
A number of selected high-impact full text papers will also be considered for the special journal issues.
All submitted papers will have the opportunity to be considered for this Special Journal Issue.
The paper selection will be carried out during the peer review process as well as at the conference presentation stage.
Submitted papers must not be under consideration by any other journal or publication.
The final decision for paper selection will be made based on peer review reports by the Guest Editors and the Editor-in-Chief jointly.
Selected full-text papers will be published online free of charge.
Conference Sponsor and Exhibitor Opportunities
The Conference offers the opportunity to become a conference sponsor or exhibitor.
To participate as a sponsor or exhibitor, please download and complete the
Conference Sponsorship Request Form.
Selected Papers
-
Evaluating Portfolio Performance by Highlighting Network Property and the Sharpe Ratio in the Stock Market
Zahra Hatami, Hesham Ali, David Volkman
-
Derivation of Fractional Black-Scholes Equations Driven by Fractional G-Brownian Motion and Their Application in European Option Pricing
Changhong Guo, Shaomei Fang, Yong He
-
Lexicon-Based Sentiment Analysis for Stock Movement Prediction
Zane Turner, Kevin Labille, Susan Gauch
-
Pension Plan Member’s Investment Strategies with Transaction Cost and Couple Risky Assets Modelled by the O-U Process
Udeme O. Ini, Edikan E. Akpanibah
-
Lexicon-Based Sentiment Analysis for Stock Movement Prediction
Zane Turner, Kevin Labille, Susan Gauch
-
Portfolio Management for Construction Company during Covid-19 Using AHP Technique
Sareh Rajabi, Salwa Bheiry
-
Analyzing the Effects of Adding Bitcoin to Portfolio
Shashwat Gangwal
-
Implied Adjusted Volatility by Leland Option Pricing Models: Evidence from Australian Index Options
Mimi Hafizah Abdullah, Hanani Farhah Harun, Nik Ruzni Nik Idris
-
An Approach to Improvement of Information Integrity in Key Areas of Portfolio Management
Victoria A. Bakhtina
-
A Dynamic Hybrid Option Pricing Model by Genetic Algorithm and Black- Scholes Model
Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu
-
Project Portfolio Management Phases: A Technique for Strategy Alignment
Amaral, António, Araújo, Madalena
-
The Use of Artificial Neural Network in Option Pricing: The Case of S and P 100 Index Options
Zeynep İltüzer Samur, Gül Tekin Temur
-
Portfolio Management: A Fuzzy Set Based Approach to Monitoring Size to Maximize Return and Minimize Risk
Margaret F. Shipley
Digital Program consists of the e-proceedings book which is available online-only
and includes the conference communications (proceedings abstracts and papers).
Registered participants can access the digitally available conference
proceedings ( and certificates ) by visiting their profile pages.
Financial mathematics
Computational finance
Derivatives pricing
Risk and portfolio management
Stochastic control and optimal investment
Stochastic volatility models and jump processes
Systemic risk and financial stability
Risk-free assets
Risky assets
Risk adjusted probability distributions
Asset price dynamics and binomial trees
Black-scholes dynamics
Binomial approximation
The binomial model
Discrete time market models
Option pricing
Financial engineering
Variable interest rates
Stochastic interest rates
Financial mathematics and its applications
| Abstracts/Full-Text Paper Submission Deadline |
|
January 15, 2025 |
| Notification of Acceptance/Rejection |
|
January 31, 2025 |
| Final Paper (Camera Ready) Submission & Early Bird Registration Deadline |
|
March 22, 2025 |
| Conference Dates |
|
April 17-18, 2025 |
