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 Engineering
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 Engineering.
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 Engineering.
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Also, high quality research contributions describing original and unpublished results of conceptual, constructive, empirical, experimental, or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 Engineering 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
18. International Conference on Financial Mathematics and Engineering has teamed up with the Special Journal Issue on
Financial Mathematics and Engineering.
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
-
Application of Legendre Transformation to Portfolio Optimization
Peter Benneth, Tsaroh N. Theophilus, Prince Benjamin
-
Modelling an Investment Portfolio with Mandatory and Voluntary Contributions under M-CEV Model
Amadi Ugwulo Chinyere, Lewis D. Gbarayorks, Emem N. H. Inamete
-
Optimal Portfolio Selection in a DC Pension with Multiple Contributors and the Impact of Stochastic Additional Voluntary Contribution on the Optimal Investment Strategy
Edikan E. Akpanibah, Okwigbedi Oghen’Oro
-
Mean-Variance Optimization of Portfolios with Return of Premium Clauses in a DC Pension Plan with Multiple Contributors under Constant Elasticity of Variance Model
Bright O. Osu, Edikan E. Akpanibah, Chidinma Olunkwa
-
Forecasting the Volatility of Geophysical Time Series with Stochastic Volatility Models
Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar
-
Mean Square Exponential Synchronization of Stochastic Neutral Type Chaotic Neural Networks with Mixed Delay
Zixin Liu, Huawei Yang, Fangwei Chen
-
TS Fuzzy Controller to Stochastic Systems
Joabe Silva, Ginalber Serra
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 and Engineering
Algorithmic and High Frequency Trading
Computational Finance: PDEs and Monte Carlo Simulation
Credit Risk Modeling
Dynamic Games, Mean Field Games and Equilibrium Models
Energy Markets, Commodity Markets and Emissions Trading
High-Dimensional Problems in Finance
Liquidity Risk and Counterparty Risk
Pricing and Hedging of Derivatives
Statistical Modeling of Financial Data
Stochastic Analysis and Mathematical Finance
Stochastic Control and Optimal Investment
Stochastic Volatility Models and Jump Processes
Systemic Risk and Financial Stability
| Abstracts/Full-Text Paper Submission Deadline |
|
November 28, 2024 |
| Notification of Acceptance/Rejection |
|
December 12, 2024 |
| Final Paper (Camera Ready) Submission & Early Bird Registration Deadline |
|
November 04, 2024 |
| Conference Dates |
|
December 02-03, 2024 |
