Improving the Visibility of Financial Applications Among Signal Processing Researchers[From the Guest Editors]

Many problems that arise in the financial industry call for signal processing methods, since financial markets are dependent upon a variety of signals, such as transaction prices and volumes, limit order prices and sizes, quarterly earnings, interest rates, inflation, and credit ratings. Signal processing problems encountered in the design of financial systems come from application areas as diverse as risk management, optimal trade scheduling, portfolio optimization, hedge fund style identification, performance assessment, and impact analysis of business decisions.