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Algorithmic Finance, Volume 10

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Volume 10, Numbers 1-2, 2023

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Mavungu (John) Masiala:
Computation of financial risk using principal component analysis. 1-20
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Apurv Nigam, Piyush Pandey:
How smart is a momentum strategy? An empirical study of Indian equities. 21-37
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Andy M. Yip, William T. Ng, Ka-Wai Siu, Albert C. Cheung, Michael K. Ng:
Graph embedded dynamic mode decomposition for stock price prediction. 39-51
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Jaya P. N. Bishwal:
Interest rate derivatives for the fractional Cox-Ingersoll-Ross model. 53-66

Volume 10, Numbers 3-4, 2023

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Philip Maymin:
What is algorithmic finance? Editorial from outgoing Editor-in-Chief Philip Maymin. 69
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Eero Pätäri, Sheraz Ahmed, Tuomas Lankinen, Julian Scott Yeomans:
Combining low-volatility and mean-reversion anomalies: Better together? 70-91
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  - journals/af/MahdaviDamghaniR23
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Babak Mahdavi-Damghani, Stephen Roberts:
Guidelines for building a realistic algorithmic trading market simulator for backtesting while incorporating market impact: Agent-Based Strategies in Neural Network Format, Ecosystem Dynamics & Detection. 92-114
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Sree Kumar Valath, Eugene Pinsky:
Sell the losers? Keep the winners? None of the above - Focus on the median! 115-135

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