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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. One area of research in computational finance is to use genetic programming (a branch of evolutionary computation, which borrows its ideas from natural selection) to financial forecasting. Another area of research is to build models of financial markets to enable policy makers or banks to ask "what if" questions; this allows one to design new market mechanisms (as one would wind-tunnel test aircraft designs). For more information, see Tsang and Martinez-Jaramillo's paper in IEEE CIS Newsletter Vol2, No.3, August 2004 (a bit outdated). If you want to gain in-depth knowledge, join our Master in Computational Finance.
Maintained by: Edward Tsang; Last Updated: 2013.11.22