Computational Finance at Essex University, UK

Sponsors:		Olsen

What is Computational Finance?

There is no consensus on the definition of computational finance. In this lab, we aim to exploit the synergy between computing and finance. 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 For more information, see Tsang and Martinez-Jaramillo's paper in IEEE CIS Newsletter Vol2, No.3, August 2004 (a bit outdated).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.

Affiliations

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

Projects

The High-frequency Finance Project (Brief introduction to market science)
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: 2013.01.15