Aims:

Transactions on Quantitative Finance and Beyond is a peer-reviewed journal dedicated to advancing knowledge in quantitative finance while embracing interdisciplinary perspectives beyond traditional financial modeling. The journal serves as a platform for high-quality research that integrates financial mathematics, econometrics, risk management, and computational finance with insights from adjacent fields such as machine learning, behavioral finance, financial engineering, and complex systems.

Scope:

The scope of TQFB encompasses a broad and dynamic array of both conventional and pioneering disciplines, including but not limited to:

  • Quantitative Finance: Exploring the intricate theories, models, and empirical analyses within quantitative finance. Topics span portfolio optimization, risk assessment, financial instrument pricing, asset allocation, and the development of quantitative trading strategies.
  • Financial Engineering: Unveiling the innovative design and creation of financial products through integrating quantitative methods. This includes derivatives, structured products, and novel financial instruments leveraging advanced quantitative techniques.
  • Data Science and Technology: Harnessing the power of data analytics, machine learning, artificial intelligence, and emerging technologies to optimize financial decision-making processes and enhance risk management strategies.
  • Computational Finance: Investigating the application of computational methods to address complex financial challenges, encompassing numerical simulations, algorithmic trading, and computational modeling.
  • Econometrics: Advancing the empirical foundation of quantitative finance through econometric techniques, time series analysis, and statistical methods applied to financial data.
  • Risk Analysis and Management: Delving into the quantification, assessment, and management of financial risk through quantitative methodologies. This includes VaR modeling, stress testing, credit risk assessment, and risk mitigation strategies.
  • Financial Market Analysis: Exploring the dynamics of financial markets, market microstructure, and the impact of quantitative approaches on market efficiency and stability.
  • Behavioral Finance: Investigating the interplay between human behavior and financial decision-making, including biases, heuristics, and their influence on market trends and investor behavior.
  • Financial Regulation and Policy: Exploring the impact of quantitative analyses on financial regulations, policy-making, and the design of effective regulatory frameworks.
  • Sustainable Finance: Investigating the integration of quantitative approaches in assessing and promoting sustainable and socially responsible financial practices.
  • Interdisciplinary Collaboration: Emphasizing the role of interdisciplinary collaboration in addressing intricate real-world financial challenges. This includes research on multidisciplinary methodologies and approaches that leverage quantitative finance principles in diverse contexts.

TQFB is an influential conduit for disseminating transformative research that unites diverse conventional and emergent domains. The journal fosters cross-disciplinary cooperation, promotes innovation, and advances quantitative thinking, computational methodologies, and cutting-edge approaches. Our mission is to contribute to the progression of knowledge and the practical application of quantitative finance principles across various fields.

We invite researchers, scholars, and practitioners from various backgrounds to contribute their groundbreaking research to TQFB. Together, we can drive innovation, broaden the horizons of quantitative finance, and apply its principles to address intricate challenges across diverse domains.

Readers can read, download, copy, distribute, print, search, and link to the full texts of articles without prior permission from the publisher or the author.