Registered: Sep 2010
Inaugural call for papers -- Algorithmic Finance
Algorithmic Finance is both a nascent field of study and a new 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
- agent-based finance
- machine learning and other aspects of computational intelligence
- complexity and market efficiency
- algorithmic analysis of derivatives valuation
- applications of quantum computation to finance
- news analytics and automated textual analysis
- behavioral finance examining the algorithms of the investors
- "NKS in finance"
We are soliciting submissions for our inaugural issue. The submission deadline is October 19, 2010.
All submissions will be double-blind peer reviewed and decisions will be made by the end of November.
We are seeking papers on the topics above, or, more generally, papers at the intersection of theoretical computer science and either theoretical or empirical finance.
Our advisory board comprises:
- Kenneth J. Arrow
- David S. Johnson
- Leonid Levin
- Myron Scholes
- Michael Sipser
- Richard Thaler
- Stephen Wolfram
Our editorial board includes:
- Peter Bossaerts
- Emanuel Derman
- Ming-Yang Kao
- Pete Kyle
- David Leinweber
- Avi Silberschatz
- Robert Webb
The managing editor is Philip Maymin and the deputy managing editor is Jayaram Muthuswamy.
There are no submission or publication fees for authors and authors retain all copyright. Papers may be published with enhanced interactive content and re-computable data.
Please see the website http://algorithmicfinance.org for more information.
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