Syllabus and Lecture Notes
CF963: Learning and Computational Intelligence in Economics and Finance
- Scope: This is an evolving subject. No text book covers this modules entirely.
The ideas scatter around research papers.
Brabazon and O'Neil's book covers many of the topics discussed here,
but it demands some knowledge in computer science.
(see reading list)
- How to study: The best way to study this module is to come to lectures and labs, and read research papers.
The notes provided below are no substitute to lectures, labs and readings.
If you have any questions, please ask the lecturer and the tutors.
- How to prepare for exam: One way to prepare for the exam is to go through the slides and see if you
remember what was taught in the lectures. If anything is unclear, read the papers with the view to improve
your understanding. The exam is designed with the aim to reward knowledge. It is hoped that the better you
understand the material, the higher marks you will get.
- Save the planet: The lecture notes have been made editable.
I can understand some people prefer to have printed material, but
please help to save our planet by not printing the notes if you can.
Part I Fundamentals
- What is Computational Finance and Economics
- New Ways to Study Economics
market science paper /
- Combinatorial Explosion -- Limitations of Computation
computation paper /
- Bounded Rationality -- Economics Foundation
rationality paper /
- Machine Learning Basics
background: Mitchell's book)
Part II Applications
- Forecasting (slides / overview paper /
EDDIE paper /
Material by Dr Kampouridis:
EDDIE demo /
- Learning Scarce Opportunities (EDDIE-ARB slides /
Repository Method slides /
Repository Method paper /
- Event Calculus (included Directional Changes)
(DC Definitions /
DC Slides /
Spreadsheet (to be released) /
Event Calculus Slides /
event calculus paper)
- Portfolio Optimization
(paper by Dr Alentorn /
(Optimization in finance and economics)
(background: Maringer's book)
- Automated Bargaining (overview slides /
GP-bargain slides /
paper / web)
- Economic Wind-tunnels (slides /
Cards paper /
Artificial Market paper /
Part III Technology
- Search methods overview (slides / notes in preparation)
- Evolutionary Computation
background: Brabazon & O'Neill's book)
- Constraint Satisfaction
background: Tsang's book)
- Heuristic Search
(background: Handbook of Metaheuristics)
- Neural Network
(background: Bishop's book)
Wivenhoe Park by
Page maintained by Edward Tsang;
Last updated: 2011.12.15