Computational Finance Tutorial

Slides for CF902 (all rights reserved):

• Computational Finance Introduction
• Automated Bargaining
• EDDIE for Forecasting
• Modelling Card Payment

Lecture notes 2006-07 (all rights reserved):

• Overview (PDF 5.4MB)

References:

• Overview: E.P.K. Tsang & S.Martinez-Jaramillo, Computational Finance, IEEE Computational Intelligence Society Newsletter, August 2004, 3-8 (310K)
• EDDIE Forecasting: E.P.K.Tsang, P.Yung & J.Li, EDDIE-Automation, a decision support tool for financial forecasting, Journal of Decision Support Systems, Special Issue on Data Mining for Financial Decision Making, Vol.37, No.4, 2004
• Bargaining: N. Jin & E.P.K.Tsang, Bargaining problems solved by evolutionary algorithms IEEE Symposium on Computational Intelligence and Games, Colchester, UK 4-6 April 2005
• Bargaining: N. Jin, Equilibrium selection by co-evolution for bargaining problems under incomplete information about time preferences, Proceedings, Congress on Evolutionary Computation, Edinburgh, 2-5 September 2005 (page numbers to fill in)
• E.P.K. Tsang, Foundations of Constraint Satisfaction, Academic Press, 1993 (Reprints)
• EDDIE Forecasting: E.P.K. Tsang, S. Markose, & H. Er, Chance dicsovery in stock index option and future arbitrage, New Mathematics and Natural Computation, World Scientific, Vo.1, No.3, 2005, 435-447 (early version)
• Bargaining & Artificial Market: T. Gosling, N. Jin & E.P.K. Tsang, Games, supply chains and automatic strategy discovery using evolutionary computation, in J-P. Rennard (Eds.), Handbook of research on nature inspired computing for economics and management, Chapter 18, 2006 (to appear) (Early Draft)
• More reading: Visit CCFEA for full publications by the CCFEA group, or
  full publications list by the Essex Computational Finance Group

Combinatorial explosion

This page is maintained by Edward Tsang; Last updated 2007.06.06
	BRACIL		Constraint Satisfaction & Optimization		Computational Finance & Economics