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

Impact Factor

Journal impact factor (JIF): 0.5

5-year impact factor: 0.8

Journal citation indicator (JCI): 0.11

Seeking New Editor-in-Chief

We are seeking a new editor in chief for this journal. Submissions are temporarily paused during this transition.

New Editor-in-Chief

Published and Forthcoming Papers

Online access to published papers available through IOS Press.

See Published Papers

Managing Editor

Philip Maymin

Fairfield University

Editors Emeritus

Jayaram Muthuswamy

Kenneth Arrow

Advisory Board

Herman Chernoff

Harvard University

Leonid Levin

Boston University

Richard Thaler

University of Chicago

Stephen Wolfram

Wolfram Research

Editorial Board

Associate Editors

Peter Bossaerts

California Institute of Technology

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

No submission fees
There is no cost to submit articles for review.
Author rights
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.
Algorithmic Finance is the first journal in the Financial Economics Network of SSRN to allow comments.
The journal is published by IOS Press.
The journal reserves the right to change these features at any time without notice.
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