Syllabus and Lecture Notes
CF963: Learning and Computational Intelligence in Economics and Finance


Remarks:

    Part I Fundamentals

  1. What is Computational Finance and Economics (slides / Bracil Homepage)
  2. New Ways to Study Economics (slides / market science paper / Olsen's Insight)
  3. Combinatorial Explosion -- Limitations of Computation (slides / computation paper / Lab1)
  4. Bounded Rationality -- Economics Foundation (slides / rationality paper / web)
  5. Machine Learning Basics (slides / spreadsheet / background: Mitchell's book)

    Part II Applications

  6. Forecasting (slides / overview paper / EDDIE paper / web)
    Material by Dr Kampouridis: EDDIE demo / ppt / Labsheet / Solution
  7. Learning Scarce Opportunities (EDDIE-ARB slides / Repository Method slides / Repository Method paper / Arbitrage paper)
  8. Event Calculus (included Directional Changes) (DC Definitions / DC Slides / Spreadsheet (to be released) / Event Calculus Slides / event calculus paper)
  9. Portfolio Optimization (paper by Dr Alentorn / slides / pdf) (Optimization in finance and economics) (background: Maringer's book)
  10. Automated Bargaining (overview slides / GP-bargain slides / paper / web)
  11. Economic Wind-tunnels (slides / Cards paper / Artificial Market paper / web)

    Part III Technology

  12. Search methods overview (slides / notes in preparation)
  13. Evolutionary Computation (slides / background: Brabazon & O'Neill's book)
  14. Constraint Satisfaction (web / background: Tsang's book)
  15. Heuristic Search (background: Handbook of Metaheuristics)
  16. Neural Network (background: Bishop's book)


Background painting: Wivenhoe Park by John Constable
Page maintained by Edward Tsang; Last updated: 2011.12.15