Notes
Outline
Constraint Satisfaction & Optimisation
+
Computational Finance
2003
Constraints & Optimisation
URL: http://cswww.essex.ac.uk followed by /NA /CSP /Finance
Constraints & Optimisation Group
Constraints & Optimisation Group
Optimisation
Finding optimal solutions
Unconstrained
Constrained
Techniques
Guided Local Search
Multi-step Quasi-Newton Methods
Estimation of Distribution Algorithms (EDA)
Population-Based Incremental Learning
Constraint Satisfaction
Limited-choices Decision Problem
Modelling
Computer-aided Constraint Programming
Search Techniques
Adaptive Constraint Satisfaction
Guided Local Search, Evolutionary computation
Selected Applications
Timetabling, Radio Length Frequency Assignment, Vehicle routing
Dynamic & distributed scheduling
Computational Finance
Affiliated to Institute to Studies in Finance
Economics, AFM, Maths
~12 PhD students
EDDIE (Genetic Programming based)
Forecasting
Arbitrage
Automated Bargaining
Trading agents
Multi-attribute negotiation protocols