Computational Finance & Economics Research Laboratory

Department of Computer Science, University of Essex
Member, IEEE CIS Computation in Finance and Economics Technical Committee (CFETC) and CFETC Network
Member, Centre for Computational Intelligence (CCI), University of Essex
Member, Centre for Computational Finance and Economic Agents (CCFEA), University of Essex
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Our Work

The EDDIE Project
The Bargaining Project
The Chance Discovery Project
The Economic Wind-Tunnels Project
More projects under CCFEA
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Papers
Links to other WWW Pages

What is Computational Finance?

There is no exact definition of computational finance. Basically, it refers to researches which use advanced computing techniques 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 evolution) 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.

About Us

This is an inter-disciplinary research team that applies artificial intelligence research to Computational Finance. Members in this group come from: Department of Computer Science, Department of Economics, Department of Mathematics and Department of Accounting, Finance and Management at the University of Essex.

Evolutionary Computation in Computational Finance (CCFEA Module CF902) Teaching Material


This page is maintained by Edward Tsang; Last updated 2007.11.20
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