Sunday, September 12, 2010

[DMANET] Algorithmic Finance -- inaugural call for papers

Algorithmic Finance is both a nascent field of study and a new
academic research journal that seeks to bridge computer science and

It covers such applications as high frequency and algorithmic trading,
statistical arbitrage strategies, momentum and other algorithmic
portfolio management, agent-based finance, machine learning and other
aspects of computational intelligence, complexity and market
efficiency, algorithmic analysis of derivatives valuation,
applications of quantum computation to finance, news analytics and
automated textual analysis, and behavioral finance examining the
algorithms of the investors.

We are soliciting submissions for our inaugural issue.
The submission deadline is October 19, 2010.

All submissions will be double-blind peer reviewed and decisions will
be made by the end of November. We are seeking papers on the topics
above, or, more generally, papers at the intersection of theoretical
computer science and either theoretical or empirical finance.

Our advisory board comprises Kenneth J. Arrow, David S. Johnson,
Leonid Levin, Myron Scholes, Michael Sipser, Richard Thaler, and
Stephen Wolfram. Our editorial board includes Peter Bossaerts, Emanuel
Derman, Ming-Yang Kao, Pete Kyle, David Leinweber, Avi Silberschatz,
and Robert Webb. The managing editor is Philip Maymin and the deputy
managing editor is Jayaram Muthuswamy.

There are no submission or publication fees for authors and authors
retain all copyright. Papers may be published with enhanced
interactive content and re-computable data.

Please see the website for more information.

Philip Z. Maymin
Assistant Professor of Finance and Risk Engineering, NYU-Polytechnic Institute
Managing Editor, Algorithmic Finance

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