<p>Not sure if such a combo can be useful in practice.</p>

<p>To answer your question, I don't think you have done your homework. </p>

<p>Look at the thread:
<a href="https://cstheory.stackexchange.com/questions/7951/computational-complexity-in-quantitative-finance">Computational complexity in quantitative finance</a></p>

<p>But if this is a general remark about the journal. The editorial board appears almost impeccable. Sure, it looks a bit suspect that the editor in chief advocated a field that has been dubbed controversial as seen in A New Kind of Finance.
Some critics maintain that the creation of the journal is strongly coupled with Wolfram Research's efforts to tap academics in the finance field. Other hidden agendas ?</p>

<p>Also consult with Wilmott's thread: 
<a href="http://www.wilmott.com/messageview.cfm?catid=11&amp;threadid=89959" rel="nofollow noreferrer">http://www.wilmott.com/messageview.cfm?catid=11&amp;threadid=89959</a></p>

<p>Last, my 3 cents. The inaugural issue is one that usually sets the tone. Papers looked good.</p>

<p>Efficient Greek Estimation in Generic Swap-Rate Market Models. 
This is by the great Mark Joshi. It deals with how to compute Greeks using automatic differentiation for a range of swap-rate market models. It's useful to practitioners since they want fast Greeks.</p>

<p>Markets are Efficient if and Only if P = NP. Not an expert in TCS, so refer to thread above computational-complexity-in-quantitative-finance for comments. </p>

<p>Forecasting Prices from Level-I Quotes in the Presence of Hidden Liquidity. Seemed important. </p>

<p>Binomial Options Pricing Has No Closed-Form Solution. Nifty. Nice read.</p>

CC BY-SA 3.0
2014-06-20T02:03:59.363Z
This doesn't really answer my question. What other journals are out there ? Let me address each point you made.
aspiring.quant
CC BY-SA 3.0
2014-06-20T02:17:30.493Z
1) Editorial board of other journals are as impressive if not more. Wilmott's thread makes excellent point about lack of actual practitioners on board.  2) Hidden agendas ? and linkage to a controversial science makes things even more less appealing.  3) Papers that you describe: Mark Joshi's paper has been around for some time. Why didn't it get accepted by other more established journals ? Markets are Efficient if and Only if P = NP, leading folks aren't impressed. Binomial Options Pricing Has No Closed-Form Solution. Nifty, but useful ?
aspiring.quant
CC BY-SA 3.0
2014-06-19T02:35:08.757Z
2014-06-19T02:35:08.757Z
2017-04-13T12:32:28.743Z
andrewq
<p>What journals are there that try to combine these two areas ? I came across the Algorithmic Finance Journal, are there others ? Looking at papers, mixed to overly -ve views about the quality and direction.</p>

CC BY-SA 3.0
2014-06-22T15:42:44.047Z
possible duplicate of [Computational complexity in quantitative finance](http://cstheory.stackexchange.com/questions/7951/computational-complexity-in-quantitative-finance)
András Salamon
<cc.complexity-theory><ce.computational-finance><journals>
Complexity Theory in Finance and journals?
aspiring.quant
# Complexity Theory in Finance and journals?

(Asked by: username_0 on 2014-06-18)

What journals are there that try to combine these two areas ? I came across the Algorithmic Finance Journal, are there others ? Looking at papers, mixed to overly -ve views about the quality and direction.

**Tags:** cc.complexity-theory, ce.computational-finance, journals
> **Comments:**
> **username_1**: possible duplicate of [Computational complexity in quantitative finance](http://cstheory.stackexchange.com/questions/7951/computational-complexity-in-quantitative-finance)  

---

## 1 answers

### Answer by username_2 on 2014-06-19. Score: -1

Not sure if such a combo can be useful in practice.

To answer your question, I don't think you have done your homework.

Look at the thread:
[Computational complexity in quantitative finance](https://cstheory.stackexchange.com/questions/7951/computational-complexity-in-quantitative-finance)

But if this is a general remark about the journal. The editorial board appears almost impeccable. Sure, it looks a bit suspect that the editor in chief advocated a field that has been dubbed controversial as seen in A New Kind of Finance.
Some critics maintain that the creation of the journal is strongly coupled with Wolfram Research's efforts to tap academics in the finance field. Other hidden agendas ?

Also consult with Wilmott's thread:
<http://www.wilmott.com/messageview.cfm?catid=11&threadid=89959>

Last, my 3 cents. The inaugural issue is one that usually sets the tone. Papers looked good.

Efficient Greek Estimation in Generic Swap-Rate Market Models.
This is by the great Mark Joshi. It deals with how to compute Greeks using automatic differentiation for a range of swap-rate market models. It's useful to practitioners since they want fast Greeks.

Markets are Efficient if and Only if P = NP. Not an expert in TCS, so refer to thread above computational-complexity-in-quantitative-finance for comments.

Forecasting Prices from Level-I Quotes in the Presence of Hidden Liquidity. Seemed important.

Binomial Options Pricing Has No Closed-Form Solution. Nifty. Nice read.

> **Comments:**
> **username_0**: This doesn't really answer my question. What other journals are out there ? Let me address each point you made.  
> **username_0**: 1) Editorial board of other journals are as impressive if not more. Wilmott's thread makes excellent point about lack of actual practitioners on board.  2) Hidden agendas ? and linkage to a controversial science makes things even more less appealing.  3) Papers that you describe: Mark Joshi's paper has been around for some time. Why didn't it get accepted by other more established journals ? Markets are Efficient if and Only if P = NP, leading folks aren't impressed. Binomial Options Pricing Has No Closed-Form Solution. Nifty, but useful ?  

---

