It is well-known that time series analysis is time-consuming when large data sets are used, soft computing methods being recommended for obtaining a balance between the models' accuracy and speed of solving the problem at hand. Therefore, this special session aims to present the advances in the fields of time series modeling and forecast of large series issued from measurements and experiments in different engineering fields. Submissions are expected to reflect theoretical methods and experimental works in statistical analysis and applications to modeling such time series.

Suggested topics of this special session include but are not limited to:

• - Parametrical versus non-parametric approaches for data series modeling in engineering sciences
• - Critical evaluation and comparisons of alternative approaches for experimental time series modeling
• - New techniques for spatial data analysis
• - New software for data analysis – development and applications for solving engineering problems
• - Soft computing and fuzzy techniques for engineering time series modeling
• - Environmental time series modeling (precipitation, temperature, pollution)

The participants will be invited to submit their extended articles to the following journals:

Toxics – indexed WOS – IF 4.472 (Q1), Special issue:

Advances in Water, Air and Soil Pollution Monitoring, Modeling and Restoration

Based on reviewers' evaluations, reduced or total publication fees will be awarded based on the reviewers’ evaluations.

Hydrology (MDPI) - indexed within Scopus, ESCI (Web of Science) – tracked for Impact Factor - CiteScore 3.6 - https://www.mdpi.com/journal/hydrology

A discount fee of 10-20% will be granted based on the reviewers’ evaluations.

Organizers:

Prof. Dr. Hab. Alina Bărbulescu, Transilvania University of Brașov, Romania, alina.barbulescu@unitbv.ro

https://scholar.google.ro/citations?user=zogmvKIAAAAJ&hl=ro

Assoc. Prof. Dr. Eng. Hab. Cristian Ștefan Dumitriu, Technical University of Civil Engineering of Bucharest, Romania, cris.dum.stef@gmail.com

https://scholar.google.ro/citations?hl=ro&user=s9pWUXQAAAAJ&view_op=list_works

I would like to organize a special session focusing on the application of advanced econometric methods to economic analysis and finance. I already have three authors ready to present in this session. Their presentations will include advanced methods for macroeconomic data decomposition, a microeconometric assessment of tightening monetary policy impact on firm debt-overhang, and a financial econometric analysis of the relation between the energy sector and the financial markets. I'm looking for at least one other submission for the special session.

Organizers:
Associate Prof. Paolo Canofari , Paolo Canofari is an Associate Professor in Economic Policy at the Università Politecnica delle Marche (UNIVPM) in Italy. He received his Ph.D. in International Economics from the University of Tor Vergata in Rome. He is an independent expert of the European Parliament for the monetary dialogue with the European Central Bank. He is a research fellow at the Luiss School of European Political Economy and a member of the ASTRID research group for the new European policy mix. He has been teaching macroeconomics and European Macroeconomics at LUISS University in Rome and Monetary Policy in the Ph.D in Economics at UNIVPM. His research activity focuses on European macroeconomic policies from an empirical and theoretical perspective. As an independent expert of the European Parliament, he provides reports on the main recent developments in monetary policies to the Committee on Economic and Monetary Affairs (ECON). He also participated to the preparatory meeting for the hearing of the ECB President at ECON. His research has been published in peer-reviewed journals such as Journal of Economic Surveys, Energy Economics, Journal of Policy Modelling, Macroeconomic Dynamics, Economic Modelling, European Journal of Political Economy, World Economy, Quantitative Finance, and Open Economies Review.

The cryptocurrency market, or rather more generally the cryptoasset market, is a field that is rapidly and steadily growing. Similarly, the literature regarding this topic has also enormously grown over the last few years. What distinguishes this market from the tradidional financial market is that it operates 24/7 and every day, contrarily to the majority of traditional financial markets that operate within particular hours and only on business days. Moreover, what we already know about cryptoasset market is that it is characterized by wide heterogeneity, in terms of different aspects - both from the perspective of the supply and the demand.

Most of the studies and most of the available methodologies for the analysis of the behavior of cryptoasset prices is dedicated mainly for the data of daily frequency. Therefore, the literature using the daily cryptoasset data is already quite exhausted. On the other hand, there are not many studies that make use of high-frequency data. It is important to distinguish the aggregated high-frequency data (e.g. the data that contain weighted-average of prices/volumes from multiple major cryptocurrency exchanges, available for instance on coinpaprika.com up to 5-min frequency) and the tick-to-tick on-exchange data that are also openly available. Therefore, such availability of high-frequency tick-to-tick data gives a great opportunity to not only develop the cryptoasset research field but also the field of high-frequency financial data in general, which is constantly growing over the last decade or two.

Therefore, the aim of this session is to discuss the studies that focus on the usage of high-frequency cryptoasset data, since this field requires more attention in the literature because of the large gaps up to this point.

Organizers:
Prof. Damian Zięba , University of Warsaw, Faculty of Economic Sciences, Department of Quantitative Finance, Warsaw, Poland.

SUSTAINABILITY -- Special Issue (MDPI, IF: 3.889)

I encourage you to contribute a research or comprehensive review article for consideration for publication in Sustainability, an international Open Access journal which provides an advanced forum for research findings in areas related to sustainability and sustainable development. Sustainability publishes original research articles, review articles and communications. I am confident you will find the journal contributes to enhancing understanding of sustainability and fostering initiatives and applications of sustainability-based measures and activities.

Organizers:
Associate Prof. Ebrahim Ghaderpour , Assistant Professor in Department of Earth Sciences at Sapienza University of Rome

Organizers:
Prof. Dr. Hasanthi Pathberiya , Senior Lecturer in Statistics Department of Statistics University of Sri Jayewardenepura

Considering functional data anasysis (FDA) being one of the important research fields in Statistics, whether there is a spcial session with tile " Functional time series analysis and application"

Organizers:
Prof. Nengxiang Ling , Hefei University of Technology, Hefei, China

I would like to organize a special session focusing on the application of advanced econometric methods to economic analysis and finance. I already have three authors ready to present in this session. Their presentations will include advanced methods for macroeconomic data decomposition, a microeconometric assessment of tightening monetary policy impact on firm debt-overhang, and a financial econometric analysis of the relation between the energy sector and the financial markets. I'm looking for at least one other submission for the special session.

Organizers:

Assistant Professor Paolo Canofari, Dipartimento di Scienze Economiche e Finanziarie Università Politecnica delle Marche

Short biography of the organizer:
Paolo Canofari is an Associate Professor in Economic Policy at the Università Politecnica delle Marche (UNIVPM) in Italy. He received his Ph.D. in International Economics from the University of Tor Vergata in Rome. He is an independent expert of the European Parliament for the monetary dialogue with the European Central Bank. He is a research fellow at the Luiss School of European Political Economy and a member of the ASTRID research group for the new European policy mix. He has been teaching macroeconomics and European Macroeconomics at LUISS University in Rome and Monetary Policy in the Ph.D in Economics at UNIVPM. His research activity focuses on European macroeconomic policies from an empirical and theoretical perspective. As an independent expert of the European Parliament, he provides reports on the main recent developments in monetary policies to the Committee on Economic and Monetary Affairs (ECON). He also participated to the preparatory meeting for the hearing of the ECB President at ECON. His research has been published in peer-reviewed journals such as Journal of Economic Surveys, Energy Economics, Journal of Policy Modelling, Macroeconomic Dynamics, Economic Modelling, European Journal of Political Economy, World Economy, Quantitative Finance, and Open Economies Review.