Algorithmic 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.
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.
| Philip Maymin | Fairfield University, USA |
| Jayaram Muthuswamy | Ken Arrow |
| Herman Chernoff | Harvard University, USA |
| Leonid Levin | Boston University, USA |
| Richard Thaler | University of Chicago, USA |
| Stephen Wolfram | Wolfram Research, USA |
| 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 |