Computational Finance Tutorial
Slides for CF902 (all rights reserved):
Lecture notes 2006-07 (all rights reserved):
References:
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Overview:
E.P.K. Tsang & S.Martinez-Jaramillo,
Computational Finance,
IEEE Computational Intelligence Society Newsletter, August 2004, 3-8
(310K)
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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
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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
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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)
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E.P.K. Tsang, Foundations of Constraint Satisfaction, Academic Press, 1993
(Reprints)
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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)
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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)
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More reading:
Visit CCFEA for full publications by the CCFEA group, or
full publications list
by the Essex Computational Finance Group
Grossary:
Created and maintained by:
Edward Tsang
Constraint Satisfaction and Optimisation Group
Department of Computer Science, University of Essex
18 December 2002