Algorithmic Finance

- First two volumes will be freely available online -

ISSN: 2158-5571 NEW
Volume 1; 2 issues
Institutional subscription (print and online) for 2011: €224 / US$308 (including postage and handling)
Click on the subscribe button for more options, including personal subscription prices.
Status Report: First issue to appear in September 2011

Aims and Scope
Submission of Manuscripts
Journal Website
Managing Editor
Phil Maymin
NYU-Polytechnic University

Deputy Managing Editor
Muthuswamy Jayaram
Kent State University

Advisory Board
Kenneth J. Arrow
Stanford University

Herman Chernoff
Harvard University

David S. Johnson
AT&T Labs Research

Leonid Levin
Boston University

Myron Scholes
Stanford University

Michael Sipser
Massachusetts Institute of Technology

Richard Thaler
University of Chicago

Stephen Wolfram
Wolfram Research

Editorial Board
Associate Editors
Peter Bossaerts
California Institute of Technology

Emanuel Derman
Columbia University

Ming-Yang Kao
Northwestern University

Pete Kyle
University of Maryland

David Leinweber
Lawrence Berkeley National Laboratory

Richard J. Lipton
Georgia Tech

Avi Silberschatz
Yale University

Robert Webb
University of Virginia

Affiliate Editors
Giovanni Barone-Adesi
University of Lugano

Bruce Lehmann
University of California, San Diego

Submission of Manuscripts 
See instructions to authors.
Aims and Scope 
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.

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