Tue, 02 Aug 2011 07:25:12 GMT - The SSRN Blog
Here are the latest announcements from SSRN:
Algorithmic Finance Joins FEN Partners in Publishing Journals
ALGORITHMIC FINANCE
View Papers: http://www.ssrn.com/link/Algorithmic-Finance.html
Subscribe: http://hq.ssrn.com/jourInvite.cfm?link=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. It covers such applications as:
* High frequency and algorithmic trading
* Statistical arbitrage strategies
* Momentum and other algorithmic portfolio management
* 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
The journal’s publisher is IOS Press. The first issue will appear shortly. All online content is open-access and there will be no submission or author fees for at least the first two volumes. Authors retain copyright to their work.
Algorithmic Finance content is also available on SSRN where it is the first journal in FEN to allow comments on its content.
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.