Special Issue "Online Algorithms in Trading Systems"
A special issue of Algorithms (ISSN 1999-4893).
Deadline for manuscript submissions: 31 December 2019.
Online algorithms handle situations where the future input is unknown. Since competitive analysis was first introduced in the mid-1980s, online algorithms have been studied for a wide range of problems, and naturally this includes those involving financial markets and trading. As algorithmic and high-frequency trading become increasingly prevalent, many new algorithmic questions and challenges arise.
For this Special Issue, we invite submissions of articles that describe recent advances in the design and analysis of online algorithms for trading systems (broadly defined). Both original research papers and surveys are welcome. Topics of interest include, but are not limited to:
- Time series search
- Trading strategies
- Portfolio optimization
- Hedging and risk management
- Pricing and market clearing
- Auction systems
- Mechanism design and other game-theoretic issues
- Empirical evaluation of algorithm performance
Dr. Stanley P. Y. Fung
Prof. Dr. Günter Schmidt
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All papers will be peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Algorithms is an international peer-reviewed open access monthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1000 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.