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Algorithmic Finance

Algorithmic Finance


eISSN: 21576203 | ISSN: 21585571

Algorithmic Finance is both a nascent field of study and a new high-quality academic research journal that seeks to bridge computer science and finance.

We are seeking papers on the topics listed above, or, more generally, papers at the intersection of theoretical computer science and either theoretical or empirical finance.

Algorithmic Finance is both a nascent field of study and a new high-quality academic research journal that seeks to bridge computer science and finance. It covers such applications as:

- High frequency and algorithmic trading
- Statistical arbitrage strategies
- Momentum and other algorithmic portfolio management
- Machine learning and other aspects of computational financial intelligence
- Agent-based finance
- Complexity and market efficiency
- Algorithmic analysis of derivatives valuation
- Behavioral finance examining the algorithms of the investors
- Applications of quantum computation to finance
- News analytics and automated textual analysis

We are seeking papers on the topics listed above, or, more generally, papers at the intersection of theoretical computer science and either theoretical or empirical finance.

Managing Editor
Philip Maymin Fairfield University, USA
Emeritus
Jayaram Muthuswamy Ken Arrow
Advisory Board
Herman Chernoff Harvard University, USA
Leonid Levin Boston University, USA
Richard Thaler University of Chicago, USA
Stephen Wolfram Wolfram Research, USA
Associate Editors
Giovanni Barone-Adesi University of Lugano, Switzerland
Peter Bossaerts California Institute of Technology, USA
Ming-Yang Kao Northwestern University, USA
Peter Kyle University of Maryland, USA
Bruce Lehmann University of California, USA
David Leinweber Lawrence Berkeley National Laboratory, USA
Richard J. Lipton Georgia Institute of Technology, USA
Avi Silberschatz Yale University, USA
Robert Webb University of Virginia, USA

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