Description:
Algorithmic Finance is both a nascent field of study and a new high-quality academic research journal published by IOS Press 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 analysiso
Brief description: 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.
Tags: high frequency trading, algorithmic trading, statistical arbitrage strategies, algorithmic portfolio management, machine learning, computational financial intelligence, agent-based finance, complexity, market efficiency, algorithmic analysis of derivatives valuation, behavioral finance, investor algorithms, quantum computation, news analytics, automated textual analysis
Website: http://algorithmicfinance.org/