CF963, Autumn Term 2013-14
Learning and Computational Intelligence in Economics and Finance


Course Supervisor:
Professor Edward Tsang
Phone: x2774 / Skype: bracil.net
Graduate Teaching Assistant:
Han Ao
Distinguished Guest Speaker:
Dr Amadeo Alentorn
Old Mutual Asset Managers (UK) Ltd and Visiting Fellow, CCFEA
Distinguished Guest Speaker:
Dr Michael Kampouridis
School of Computing, University of Kent and Visiting Fellow, CCFEA

Overview

Computational finance refers to research that applies advanced computation methods to finance with the aim to exploit synergy. This typically involves the use of advanced computing techniques, such as computational intelligence, to studying problems in economics and finance. This module explores the synergy between advanced computation methods and finance and economics. Advanced computing methods have been applied to forecasting, bargaining, portfolio optimization and algorithmic trading. Machine learning plays an important role in many of these applications.

Timetables:

Syllabus and Lecture Notes (Moodle)

Reading List

Assignment, by electronic submission only:

See electronic submission guide (login required)

Moc Exam Questions and Tests

Student Supports:


Background painting: Wivenhoe Park by John Constable
Page maintained by Edward Tsang; Last updated: 2013.10.22