Professor Edward Tsang
Phone: x2774 / Skype: bracil.net
Dr Biliana Alexandrova-Kabadjova
Banco de México
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.
Syllabus and Lecture Notes (Moodle not used so far)
Assignment, by electronic submission through FASER only: Financial Data Analysis
Moc Exam Questions and Tests