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Algorithmic Finance Available to All CONTINUING CALL FOR PAPERS Managing Editor About the Journal Philip Maymin Announcing a new journal: Open access NYU-Polytechnic Institute Online articles are freely Deputy Managing Editor Algorithmic Finance available to all. Algorithmic Finance is both a nascent field of Jayaram Muthuswamy No submission fees Kent State University study and a new high-quality academic There is no cost to submit Advisory Board research journal that seeks to bridge articles for review. There will Kenneth J. Arrow computer science and finance. also be no publication or Stanford University author fee for at least the It covers such applications as: Herman Chernoff first two volumes. Harvard University High frequency and algorithmic trading Authors retain copyright David S. Johnson Statistical arbitrage strategies Authors may repost their AT&T Labs Research versions of the papers on Momentum and other algorithmic portfolio Leonid Levin preprint archives or management Boston University anywhere else, any time. Myron Scholes Agent-based finance Enhanced content Stanford University Machine learning and other aspects of Algorithmic Finance research Michael Sipser computational intelligence continues beyond the Massachusetts Institute of Technology Complexity and market efficiency printed word. Enhanced, interactive, computable Richard Thaler Algorithmic analysis of derivatives valuation University of Chicago content will accompany Applications of quantum computation to papers whenever possible, Stephen Wolfram finance Wolfram Research with possibilities including Editorial Board News analytics and automated textual re-usable code, the data analysis Associate Editors used in the paper, live calculations, and videos. Peter Bossaerts Behavioral finance examining the algorithms California Institute of Technology of the investors Comments Emanuel Derman Algorithmic Finance is the Columbia University We are continuously soliciting submissions first journal in the Financial Ming-Yang Kao for future issues. Economics Network of SSRN Northwestern University to allow comments. Reader Pete Kyle All submissions will be double-blind peer comments and author responses University of Maryland reviewed and decisions will be made quickly. allow the discussion to David Leinweber continue after publication. Lawrence Berkeley National We are seeking papers on the topics above, Archives Laboratory or, more generally, papers at the intersection The journal is published by Richard Lipton of theoretical computer science and either IOS Press. In addition, the Georgia Tech theoretical or empirical finance. journal maintains an archive Avi Silberschatz on SSRN.com. Yale University Please visit our websites for more Robert Webb information: University of Virginia Affiliate Editors www.algorithmicfinance.org Giovanni Barone-Adesi University of Lugano www.iospress.com Bruce Lehmann University of California, San Diego .
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