Questions tagged [ce.computational-finance]

Theoretical questions in Computational Finance

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1answer
365 views

Complexity Theory in Finance and journals?

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 ...
17
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5answers
2k views

Why economists should care about computational complexity

When trying to convince economists of the relevance of complexity theory in print, is there a standard reference to cite? I am familiar with Noam Nisan's blog post, Tim Roughgarden's survey, and ...
19
votes
4answers
2k views

Computational complexity in quantitative finance

Predicting the stock market is hard! Can TCS make this sentiment more formal? Recently I have started thinking a little bit about finance, and was wondering how knowledge of TCS could help. Hedge ...
9
votes
1answer
396 views

What is the Complexity Classification of Portfolio Theory in Financial Economics?

As you will all know, there is ongoing fall out from the Financial Crisis of 2008. I was thinking about how complexity theory fitted into all this, when I realised I did not know the basic complexity ...