Algorithmic Finance -- New Issue and Call for Papers

  • Institution Algorithmic Finance
  • Event Type Call for Paper
  • Date April 07, 2013 - June 29, 2013
  • Location United States
  • Details

    The latest issue of Algorithmic Finance (vol. 2, no. 1) is now online. Main site: http://algorithmicfinance.org then click on IOS Press. Direct link: http://www.iospress.nl/journal/algorithmic-finance/ Contents: * "Cluster formation and evolution in networks of financial market indices" by Leonidas Sandoval, Jr. * "Nonlinear support vector machines can systematically identify stocks with high and low future returns" by Ramon Huerta, Fernando Corbacho, and Charles Elkan * "A multiscale model of high-frequency trading" by Andrei Kirilenko, Richard B. Sowers, and Xiangqian Meng * "The strategy approval decision: A Sharpe ratio indifference curve approach" by David H. Bailey, Marcos López de Prado, and Eva del Pozo * "A Minute with Andrei Kirilenko" (exclusive interview with AF) CALL FOR PAPERS. 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 at the intersection of theoretical computer science and theoretical or empirical finance. Example applications include: * High frequency and algorithmic trading * Statistical arbitrage strategies * Momentum and other algorithmic portfolio management * Machine learning and computational financial intelligence * Agent-based finance * Complexity and market efficiency * Algorithmic analysis of derivatives valuation * Behavioral finance and investor heuristics and algorithms * Applications of quantum computation to finance * News analytics and automated textual analysis The advisory board comprises Kenneth J. Arrow, Herman Chernoff, David S. Johnson, Leonid Levin, Myron Scholes, Michael Sipser, Richard Thaler, and Stephen Wolfram. The editorial board includes Peter Bossaerts, Emanuel Derman, Ming-Yang Kao, Pete Kyle, David Leinweber, Richard J. Lipton, Avi Silberschatz, and Robert Webb. Philip Maymin is the managing editor and Jayaram Muthuswamy is the deputy managing editor.

  • Website http://algorithmicfinance.org
  • Contact Philip Maymin
  • Email philip@maymin.com

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