Call for Papers: Special Issue on Financial Market in COVID-19 Pandemic: From the Perspective of Data Science

The outbreak of COVID-19 disease has become a global pandemic as announced by the World Health Organization (WHO) on March 12, 2020. COVID-19 has spread to most countries in the world, and WHO confirms 11,125,245 cases worldwide as of July 5, 2020, with a cumulative death toll of 528,204. There is great uncertainty about its severity and duration. The global spread of COVID-19 caused the long-term economic shutdown, which could result in more severe and prolonged downturns for financial market. The financial system has received a substantial impact, and any further intensification of the crisis could affect global financial stability.

The goal of this special issue of Annals of Data Science is to offer enlightening researches that comprehensively apply interdisciplinary techniques including statistics, artificial intelligence, optimization and big data modeling for financial market analysis in the pandemic, which is expected to provide effective tool for the study of financial markets from the perspective of data science. Therefore, the special issue will provide a platform to share the most recent ideas and innovations across the above sectors and enhance interdisciplinary research collaboration. If you intend to submit a paper, please send one-page abstract to any one of three guest editors first. After the communication, you can further develop your formal submission.

The topics of interest include, but are not limited to:

  • The Impact of pandemic on financial market
  • Risk forecasting, assessment, and management in financial market
  • Big data analyticsApplication of machine learning and neural network in financial market
  • Decision support in financial market and risk management
  • Linkages of global financial markets in the pandemic
  • The performance, interlinkages and spillovers of financial assets during the pandemic
  • The response and impact of financial market to monetary and fiscal policy in the pandemic
  • Contagions between the real and the financial economy in the pandemic
  • Risk communication and social media analysis in the pandemic

Important Dates

• Submission due: December 31, 2020

• Notification: February 28, 2021

• Camera-ready submission: March 31, 2021

Guest Editors:

Dr. Wen Long

Associate professor, Research Center on Fictitious Economy & Data Science, Chinese Academy of Sciences, Beijing, 100190, China

Dr. Cheng-Few Lee

Distinguished Professor of Finance at Rutgers Business School, Rutgers University, Piscataway, NJ 08854, USA

Dr. Wikil Kwak

Professor of Accounting, College of Business Administration, University of Nebraska at Omaha, Omaha, NE 68182, USA