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What is Computational Finance?

(Brief tutorial: videos on YouTube / Weibo)

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 For more information, see Tsang and Martinez-Jaramillo's paper in IEEE CIS Newsletter Vol2, No.3, August 2004 (a bit outdated).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.

About Us

This is an inter-disciplinary research team that applies artificial intelligence research to Computational Finance. Members in this group come from: School of Computer Science and Electronic Engineering, Department of Economics, Department of Mathematics and Essex Business School at the University of Essex.


School of Computer Science and Electronic Engineering, University of Essex
Member, IEEE CIS Computation in Finance and Economics Technical Committee (CFETC)
Member, Centre for Computational Finance and Economic Agents (CCFEA), University of Essex


Directional Changes (Introductory video on YouTube / Weibo)
The High-frequency Finance Project
The EDDIE Forecasting Project
The Bargaining Project
The Chance Discovery Project
The Software Wind-Tunnels Project
More projects in CCFEA
Related project: Constraint satisfaction and optimization

Maintained by: Edward Tsang; Last Updated: 2014.02.25