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What are some of the most prominent journals, conferences and publishing venues in Quantitative Finance research? Where can I find information more information about them? (e.g. impact factor and categorization by topic)

I went to ArXiv and found this: http://arxiv.org/archive/q-fin, which is a good start, but I imagine that there are many other venues.

For example, in other disciplines such as machine learning, optimization, NLP, computer vision, we have various well-established journals and conferences that researchers and people in academia follow and where we publish our work, e.g.: NIPS, CVPR, ICCV, PAMI, STOC, ICML, etc.

Aré there any equivalent journals or conferences that cover applications of machine learning and optimization (i.e. mathematical programming) to finance?

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  • $\begingroup$ Here's something (ERA rankings in Australia) but not exactly what you want. lamp.infosys.deakin.edu.au/era/?page=fordet10&selfor=1502 $\endgroup$
    – Jase
    Dec 17, 2012 at 1:45
  • $\begingroup$ link , viXra.org $\endgroup$
    – montyhall
    Dec 20, 2012 at 5:27
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    $\begingroup$ @montyhall is there a difference to arxiv.org? $\endgroup$
    – vanguard2k
    Dec 20, 2012 at 8:50
  • $\begingroup$ a conference list would be really nice, we should make a community wiki answer $\endgroup$
    – pyCthon
    Dec 22, 2012 at 18:06
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    $\begingroup$ FYI vixra.org is considered a "crackpot site" when it comes to the physics and mathematics articles. It is mostly filled with articles that didn't make it onto arxiv.org. So beware.. $\endgroup$
    – Olaf
    May 13, 2013 at 12:53

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Though it is not an extensive list , this is what I know of. Other may add more. Journals

  • Journal of Financial and Quantitative Analysis (JFQA)
  • Risk

Papers

Conferences

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  • $\begingroup$ In conferences, you can add 'Global Derivatives'. $\endgroup$
    – BlueTrin
    May 15, 2013 at 9:05
  • $\begingroup$ Mathematical finance, finance and stochastics, quantative finance...all good too but more on the mathside $\endgroup$
    – ABIM
    Aug 16, 2019 at 10:24
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Finance Journal Rankings: Check this out: http://www.ubc.ca/okanagan/management/__shared/assets/ASA_Financial_Rankings19547.pdf

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Papers for Quantitative Finance I recommend you: Arxiv, SSRN and Science Direct.

Conferences: Quant Princeton Conference, Market MicroStructure Confronting Many Viewpoints; an eponym book has been extracted from the 2010 issue of the conference.

I think Arxiv.org is an excellent tool, maybe you don't find an specific paper, but all the preprints include good references that help you understand all about QF.

[EDIT in March 2021] It is a conflicted advice, but if you are interested in market microstructure, you should follow this journal:

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Q Group holds some of the better conferences.

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For conference we have Global derivatives

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    $\begingroup$ Could you give a summary of what's in this conference? $\endgroup$
    – chrisaycock
    Jan 8, 2013 at 14:46
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Mathematical Finance is a good journal.

There are also some interesting mathematical finance articles in the Journal of Mathematical Economics though clearly the journal covers many other topics as well.

I would also recommend reading some math journals as many times articles are published in these journals where the primary applications are intended for mathematical finance. For instance the article "Changes of Numeraire, Changes of Measure, and Option Pricing" by Nicole El Karoui, Helyette Geman, and Jean-Charles Rochet was published in the Journal of Applied Probability and "A General Version of the Fundamental Theorem of Asset Pricing" by Freddy Delbaen and Walter Schachermayer was published in Mathematische Annalen. These are of course just two examples.

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Another good collection of papers for Quantitative Finance: IDEAS.REPEC.ORG

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