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Algorithmic Finance, Volume 1
Volume 1, Number 1, 2011
- Philip Maymin:
Markets are efficient if and only if P = NP. 1-11 - Evangelos Georgiadis:
Binomial options pricing has no closed-form solution. 13-16 - Mark S. Joshi
, Chao Yang:
Efficient greek estimation in generic swap-rate market models. 17-33 - Marco Avellaneda, Josh Reed, Sasha Stoikov:
Forecasting prices from level-I quotes in the presence of hidden liquidity. 35-43 - Todd J. Feldman:
Behavioral biases and investor performance. 45-55 - Timm Oliver Sprenger, Isabell M. Welpe:
Tweets and peers: defining industry groups and strategic peers based on investor perceptions of stocks on Twitter. 57-76 - A Minute with Emanuel Derman. 77
Volume 1, Number 2, 2011
- Stephen Huffman, Cliff R. Moll:
The Impact of Asymmetry on Expected Stock Returns: An Investigation of Alternative Risk Measures. 79-93 - Abraham Othman, Tuomas Sandholm:
Inventory-based versus Prior-based Options Trading Agents. 95-121 - Thomas Fischer:
News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents. 123-139 - Carlos Pedro Gonçalves:
Financial Turbulence, Business Cycles and Intrinsic Time in an Artificial Economy. 141-156 - James E. Schmitz:
Algorithmic trading in the Iowa electronic markets. 157-181 - Sebastían Martínez Bustos, Jørgen Vitting Andersen, Michel Miniconi, Andrzej Nowak
, Magdalena Roszczynska-Kurasinska, David S. Brée:
Pricing stocks with yardsticks and sentiments. 183-190 - A Minute with David Leinweber. 191-192
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