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Special Issue: Understanding the Complexity of Financial and Economic Systems’ Dynamics: Evidence from Artificial Intelligence Techniques, Big Data, and Technology

Submission status
Closed

This is an open call for papers directed to all the researchers and analysts in this area. In particular, we encourage the participants of the 4th Financial Economic Meeting 29–30 June (Paris, France) and the 6th EFS conference 01–02 June (Paris, France) to submit substantially revised versions of their papers presented to the conference incorporating the comments from the conference.

Brief Overview

Recently, the deployment of artificial intelligence (AI) in financial institutions has been accelerated to face new challenges and the highest degree of complexity observed in economics and finance systems experienced through the occurrence of various crises, such as geopolitical tensions (US and Iran in 2016), Brexit (2016–2020), COVID-19, and recently the Russian–Ukrainian crisis (since February 2022).

AI techniques are becoming more and more mobilized in finance and economics systems enabled by the abundance of available data and by affordable computing capacity. Interestingly, technology uses the big data to improve prediction and performance based on experience and data.

This new trend of AI techniques might be a source of new types of financial and non-financial risks. Indeed, the lack of explanation of AI techniques might be a source of systematic risk, potential non-compliance with regulatory procedures, biases on the risk management strategies. However, AI techniques might impact financial markets and economic systems through proposing new solutions of risks modelling and new evidence for prediction and forecasting of the markets dynamics as well as understanding the market-participants behavior. Moreover, AI techniques might impact firms through proposing new solutions to improve their performance based on productivity enhancement and cost reduction. AI techniques and big data might be useful to understand the behavior of market participants such as consumers and investors.

The main objective of this special issue is to unlock the potential of AI, Big Data, and Machine Learning in the financial and economics fields. Scholars and practitioners interested in providing and sharing the finest and latest advances on those issues related to the financial and economic system fields are therefore invited to submit their work.

High-quality, original research papers are expected. We especially welcome innovative contributions related to the following main topics, but are not limited to:

• AI methods for financial modelling

• Asset allocation and return predictability

• Big data applications in finance modelling and assessment

• Big data applications in climate risk modelling and assessment

• Estimating and evaluating asset pricing models

• Factor identification, timing, and forecasting

• Portfolio optimization and risk management

• High-frequency applications for trading and risk management

• Machine learning applications for modelling and forecasting

• Deep learning and big data

• AI techniques in finance modelling and assessment

• AI techniques in climate risk modelling and assessment

• Market anomalies and inefficiencies

• Network modelling and analysis

• Theoretical asset pricing models

• Volatility modelling and forecasts

Call for Papers Flyer: Understanding the Complexity of Financial and Economic Systems’ Dynamics: Evidence from Artificial Intelligence Techniques, Big Data, and Technology

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