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Algorithmic Finance

Published/Hosted by IOS Press. ISSN (printed): 2158-5571. ISSN (electronic): 2157-6203.

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.

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