|| Special Issue || Stochastic Modeling and Machine Learning with Applications

 

 

 

Deadline for Submissions: 31 December 2023

 

 

 

Special Issue Editors

 

 

 

Guest Editor

Prof. Dr. Ivan Ganchev Ivanov

E-mail

Website

 

 

Affiliation

Department of Statistics and Econometrics, Faculty of Economics and Business Administration, Sofia University "St. Kl. Ohridski", Sofia, Bulgaria

 

Interests

mathematical economics; numerical analysis; scientific computation; stochastic modeling; game theory; machine learning algorithms; nonlinear matrix equations

 

 

 

co-Guest Editor

Prof. Dr. Vejdi Ismailov Hasanov

E-mail

Website

 

 

Affiliation

Faculty of Mathematics and Informatics, Konstantin Preslavsky University of Shumen, Shumen, Bulgaria

 

Interests

numerical analysis; scientific computation; nonlinear matrix equations

 

 

 

 

 

co-Guest Editor

Prof. Dr. Hongli Yang

E-mail

Website

 

 

Affiliation

College of Mathematics and System Science, Shandong University of Science and Technology, Qingdao, China

 

Interests

optimization theory and applications; control theory; data analysis and mining

 

 

 

Special Issue Information

 

 

 

The major goal of this issue is to present original models, methodologies, methods, and algorithms, used to address contemporary challenges in contemporary mathematics and application. We aim at publishing innovative research, that benefits from recent developments in contemporary mathematics and application, while focusing on the importance of their real-world application. The following topics are of particular interest: math and stochastic modelling, data analysis, numerical analysis, optimization, machine learning optimization and so on. Reaching a wider audience is supported by existing collaboration with scientists working on active international projects in the areas listed above and not only them.

 

Keywords:

1-Stochastic Modeling;

2-Game theory;

3-Machine Learning Algorithms;

4-Nonlinear matrix equations.

 

 

 

Published Papers

 

 

 

This special issue is now open for submission.