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At present, computational methods have received considerable attention in economics and finance as an alternative to conventional analytical and numerical paradigms. This Special Issue brings together both theoretical and application-oriented contributions, with a focus on the use of computational techniques in finance and economics. Examined topics span on issues at the center of the literature debate, with an eye not only on technical and theoretical aspects but also very practical cases.

credit risk --- financial regulation --- data science --- Big Data --- deep learning --- credit risk --- financial markets --- non-stationarity --- random matrices --- structural models --- Wishart model --- ordered probit --- stock prices --- auto-regressive --- multi-step ahead forecasts --- convex programming --- financial mathematics --- risk measure --- utility functions --- efficient frontier --- Markowitz portfolio theory --- capital market pricing model --- growth optimal portfolio --- fractional Kelly allocation --- admissible convex risk measures --- current drawdown --- efficient frontier --- portfolio theory --- fractional Kelly allocation, growth optimal portfolio --- financial mathematics --- estimation error --- shrinkage --- target matrix --- risk-based portfolios --- systemic risk --- value at risk --- quantile regression --- CoVaR --- cartography --- loss given default --- weighted logistic regression --- International Financial Reporting Standard 9 --- independence assumption --- systemic risk measures --- conditional Value-at-Risk (CoVaR) --- capital allocation --- copula models --- quantitative risk management