Journal of Financial Econometrics是金融计量经济学领域的国际权威期刊，致力于推动计量经济学与金融学在理论方法与实证研究层面的深度融合。期刊定期出版专题特刊，为前沿研究提供重要的学术交流平台。该期刊所设Machine Learning in Financial Econometrics特刊旨在强化机器学习、大数据分析与人工智能方法与经济分析之间的联系，展示如何利用计算创新解决重大经济问题，在保留经济研究核心结构性理解的同时，充分发挥现代机器学习与人工智能的预测能力。

该特刊征稿将于2026年3月1日截止！投稿网址：

https://mc.manuscriptcentral.com/jfec.

欢迎海内外同仁积极投稿！

特刊介绍： Machine Learning in Financial Econometrics

Machine learning (ML), data analytics, and elements of artificial intelligence (AI) have dominated headlines in recent decades, initially with an engineering focus on numerical efficiency and regularisation techniques. One may have called this the era of establishing the "mechanics of ML". While dimension-flexible and nonparametric methods, such as random forests, have become standard in many scientific applications, economics is now poised for deeper integration with these ML approaches.

This Special Issue aims to showcase research that strengthens the growing link between ML methodologies and economic analysis, demonstrating how computational innovations can address fundamental economic questions. By bringing together researchers working at this intersection, we seek to establish an avenue of methodological pathways and create methodological frameworks that harness the predictive power of modern ML and AI while preserving the structural understanding essential to economic research.

We particularly welcome contributions in risk analysis, causal inference, predictive modelling, and policy evaluation that employ ML and large-language-model setups while maintaining economic interpretability.

Guest Editors

l Wolfgang Karl Härdle (Humboldt-Universität zu Berlin and Institute for Digital Assets, University of Economic Studies, Bucharest)

l HONG Yongmiao (University of Chinese Academy of Sciences)

l SHA Yezhou (Capital University of Economics and Business)

Submission Guidance

You are welcome to contribute to the special issue by submitting your paper via the Journal of Financial Econometrics submission website: https://mc.manuscriptcentral.com/jfec. In the section "Is this manuscript for a special issue?", please indicate "Yes" and choose "Machine Learning in Financial Econometrics" from the list of special issues.

Inquiries

Please contact Yezhou Sha (Capital University of Economics and Business) at shayezhou@gmail.com.

期刊介绍：Journal of Financial Econometrics 

"The Journal of Financial Econometrics is well situated to become the premier journal in its field. It has started with an excellent first year and I expect many more."

Robert Engle, Nobel Prize in Economics 2003, Stern School of Business, NYU

"Financial econometrics is one of the greatest on going success stories of recent decades, and the Journal of Financial Econometrics has emerged quickly as the definitive journal of record. It is beautifully poised to continue the fine tradition that it has established, leading the charge in the ongoing development of the econometrics of financial markets."

Francis X. Diebold, University of Pennsylvania

Financial econometrics has become one of the most active areas of research in econometrics. The Journal of Financial Econometrics is dedicated to this fast growing field. The Journal addresses substantive statistical issues raised by the tremendous growth of the financial industry over the last decades. The goal of the Journal is to reflect and advance the relationship between econometrics and finance, both at the methodological and at the empirical levels.

The Journal's scope encompasses the themes that animate the field today. Estimation, testing, learning, prediction and calibration in the framework of asset pricing or risk management represent the core focus. More specifically, the scope includes topics relating to volatility processes, continuous-time processes, dynamic conditional moments, extreme values, long memory, dynamic mixture models, endogenous sampling, transaction data, and microstructure of financial markets. Methodological issues associated with the econometrics of experimental and behavioral finance are also of interest.

Book reviews will occasionally be published, as will special issues on a single theme.

For more about the journal, please refer to:

https://academic.oup.com/jfec/pages/About