Algorithmic Finance cover

Aims and Scopes

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 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

Instructions to Authors

We are seeking papers on the topics listed above, or, more generally, papers at the intersection of theoretical computer science and theoretical or empirical finance. Initial submissions must be in PDF format. See style instructions. There is no submission fee or publication fee. Submissions are double-blind peer reviewed. Your submission may not be under review at any other journal while it is under review at Algorithmic Finance.

Submit your paper to Algorithmic Finance

Published and Forthcoming Papers

Free online access to published papers and enhanced content: 1:1  1:2  2:1  2:2  2:3-4  3:1-2

Free online access to published papers available through IOS Press.

Free online access to published and forthcoming papers available through SSRN.

Latest News

Managing Editor

Philip Maymin

NYU School of Engineering

Deputy Managing Editor

Jayaram Muthuswamy

Kent State University

Advisory Board

Kenneth J. Arrow

Stanford University

Herman Chernoff

Harvard University

David S. Johnson

AT&T Labs Research

Leonid Levin

Boston University

Myron Scholes

Stanford University

Michael Sipser

Massachusetts Institute of Technology

Richard Thaler

University of Chicago

Stephen Wolfram

Wolfram Research

Editorial Board

Associate Editors

Peter Bossaerts

California Institute of Technology

Emanuel Derman

Columbia University

Ming-Yang Kao

Northwestern University

Pete Kyle

University of Maryland

David Leinweber

Lawrence Berkeley National Laboratory

Richard J. Lipton

Georgia Tech

Avi Silberschatz

Yale University

Robert Webb

University of Virginia

Affiliate Editors

Giovanni Barone-Adesi

University of Lugano

Bruce Lehmann

University of California, San Diego

Unique Features of the Journal

Open access
Online articles are freely available to all.
No submission fees
There is no cost to submit articles for review. There will also be no publication or author fee for at least the first two volumes.
Authors retain copyright
Authors may repost their versions of the papers on preprint archives, or anywhere else, at any time.
Enhanced content
Enhanced, interactive, computable content will accompany papers whenever possible. Possibilities include code, datasets, videos, and live calculations.
Comments
Algorithmic Finance is the first journal in the Financial Economics Network of SSRN to allow comments.
Archives
The journal is published by IOS Press. In addition, the journal maintains an archive on SSRN.com.
Legal
While the journal does reserve the right to change these features at any time without notice, the intent will always be to provide the world's most freely and quickly available research on algorithmic finance.
ISSN
Online ISSN: 2157-6203
Print ISSN: 2158-5571