SI-JRFM 2020 : Special Issue on Financial Crisis and Datamining

Dear Colleagues,

Different aspects of human activities are automatically recorded by means of different devices. Activities in social networks such as Twitter, Instagram, etc. provide data on feelings, search preferences, political unrest, etc. that were previously not directly observable. Consequently, there is a challenge on how to integrate and process such a large amount of data in order to produce relevant information to make decisions. This Special Issue focuses on the broad topic of “Financial Crisis and Datamining” and aims to gather novel empirical research on big data applications to financial crisis forecasting. Multidisciplinary articles that combine traditional econometric techniques with methodologies borrowed from other sciences, such as evolutionary algorithms, artificial neural networks, and text mining, are particularly welcome.

The Special Issue could include contributions on financial crisis forecasts, financial crashes’ early warning indicators, asset return predictability, and volatility modeling.

Dr. Aurelio F. Bariviera
Guest Editor