Patterns special issue on finance and economics- Call for papers

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Patterns | Cell Press

The Art of Data Science in Finance and Economics
Over the past few years, there has been a sustained “bull market” in data science both as a profession and as an academic field. AI and machine-learning techniques are augmenting classical statistical, econometric, and optimization methods. Given the inherent unpredictability of the domain and the scarcity of correct answers/”gold standard” labels, there is an art to developing, evaluating, and deploying data science methods and applications in this field. Many subtleties—e.g., data span, architecture, and parameter choices—must be addressed. New methods underpinning robust systems must also incorporate dynamic, diverse data along with domain knowledge and heuristics.

This Patterns special collection aims to bring together thought leaders from academia, public and private sector, showcasing original research articles and perspectives pertaining to new developments and thinking in finance and economics.

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Topics in this special issue include but are not limited to:

  • Novel algorithms and architectures targeted towards more-responsible data science practices (which minimize bias and promote explainability and accountability);
  • Generation, capture, and integration of relevant data (incl. alternative data) and metadata suitable for AI applications in financial services and economics;
  • Novel AI techniques (reinforcement learning, DRL, transfer & federated learning, etc.) and their role in trading, investments, banking, payment-processing and micro- and macroeconomics;
  • Handling noise in data; reasoning with uncertainty;
  • Reproducibility of results; data snooping, synthetic data sets;
  • Applications to cryptocurrencies (and the digital asset class, in general);
  • Benchmarking of AI tools and software in financial services (e.g., high-frequency trading, fairness in lending or resource allocation);
  • New optimization techniques & quantum machine learning (as applied to economics and finance);
  • Illustrative applications at the intersection of UN SDGs with finance and economics; ESG issues; and
  • Human-machine teaming for risk management.

We welcome manuscripts presenting original research studies and (practitioner-oriented) perspectives from a wide array of disciplines and professional contexts. Manuscripts should be prepared according to the Guide for Authors and should be submitted online. Please mention in the cover letter that you are submitting for the “The Art of Data Science (in Finance and Economics) special collection in the journal Patterns.

 
Guest editors for this special issue:

Panos Pardalos
https://www.ise.ufl.edu/pardalos/
pardalos@ise.ufl.edu

Irene Aldridge
https://irenealdridge.com/ia/
Irene@ablemarkets.com

Ganesh Mani
http://www.andrew.cmu.edu/user/ganeshm/
ganeshm@andrew.cmu.edu

Patterns is a premium open access journal from Cell Press, publishing ground-breaking original research across the full breadth of data science. We're all about sharing data science solutions to problems that cross domain boundaries.

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