IEEE Computational Intelligence

Technical Committee on Computational Finance

[Under Construction]


Background: (to be updated)
Evolutionary computation has been established as a useful tool for studying economics and finance. Example applications include financial forecasting, real and artificial stock markets creation, micro-behaviour analysis, stock trading and portfolio optimisation, market dynamics, game theory, risk analysis and many other areas. All of these areas are built on firm economic foundations. However, the applicability of most economic theories is limited by their simplifying assumptions. Advances in computing, in both hardware and algorithms, enable researchers to study economics and finance with a completely different approach. For example, one may attempt to recognize patterns in complex systems, simulate complex agents' behaviour in market environments, study the interaction of complex strategies, study algorithmic strategies in game theory, analyse volatility in financial markets, etc. 

Organization:
The purpose of this Technical Committee is to promote research and applications in computational finance, including, but not limited to, the above mentioned areas. This Technical Committee is organized under the IEEE Neural Networks Society (NNS), which to be renamed as Computational Intelligence Society.

Activities:
Previous activities can be found in http://www.ieee-nns.org/cf/ (to be updated).
Independently, the following activities were organized under the Technical Committee on Evolutionary Computation, http://www.ieee-nns.org/ec/.

Members of the Committee (to be updated):
Chair: Edward Tsang (CCFEA and Computer Science, Essex University, UK)
Martin Bichler (Internet-based Information Systems (IBIS), Germany)
Shu-Heng Chen (AI-ECON Center and Economics Department, Taiwan)
Michael Dempster (Judge Institute, Cambridge University, UK)
Jerzy Korczak (Maths and Computing, Louis Pasteur, University of Strasbourg, France)
Thomas Lux (Economics, Kiel University, Germany)
Sheri Markose (CCFEA and Economics, Essex University, UK)
Peter Ross (School of Computing, Napier University, UK)
Sonia Schulenburg (Centre for Emergent Computing, Napier University, UK)


This page is maintained by:
Professor Edward Tsang
Department of Computer Science,
University of Essex,
Wivenhoe Park, Colchester, CO4 3SQ, UK