CF963-7-AU, Autumn Term 2016-17
Learning and Computational Intelligence in Economics and Finance

		Course Supervisor: Professor Edward Tsang Phone: x2774 / Skype: bracil.net
		Guest Speaker: Dr Biliana Alexandrova-Kabadjova Banco de México

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:

• Lectures: Room 5A.303, Fridays 15:00-16:50, starting 14th October 2016
• Guest Lecture: Dr Biliana Alexandrova-Kabadjova 15:00-16:50, Friday 18th November 2016
  Title: "Studying the behavior of Financial Market Infrastructure participants for policy making"
• Laboratory: CES Lab 3, Fridays 10:00-10:50, starting 21st October 2016

Syllabus and Lecture Notes (Moodle not used so far)

Reading List

Assignment, by electronic submission through FASER only: Financial Data Analysis

Moc Exam Questions and Tests

Student Supports:

• For technical consultation, contact Edward Tsang, course supervisor
• For administrative support, contact the General Office / Room 4.514 / Phone: +44 1206 874876 / Email at essex.ac.uk: csee-schooloffice
• For non-academic problems, advices are available from Professional Counselling services