Core Publications by the
Constraint Satisfaction and Optimization Group, University of Essex

Extended list of publications in: (constraint optimization, scheduling) (computational finance)

(Latex version to add)

Important Note: The documents accessible from these web pages are included by the contributing authors as a means to ensure timely dissemination of scholarly and technical work on a non-commercial basis. Copyright and all rights therein are maintained by the authors or by other copyright holders, notwithstanding that they have offered their works here electronically. It is understood that all persons copying this information will adhere to the terms and constraints invoked by each author's copyright. These works may not be reported without the explicit written permission of the copyright holder.

Constraint Satisfaction

General Reference
Tsang, E.P.K., Foundations of constraint satisfaction, Academic Press, London, 1993
Borrett, J. & Tsang, E.P.K. A context for constraint satisfaction problems formulation selection, Constraints, Kluwer Academic Publishers, Vol.6, No.4, 2001, 299-327 (early version)
Computer-aided Constraint Programming (CACP)
Tsang, E.P.K., Ford, J., Mills, P., Bradwell, R., Williams, R. & Scott, P. Towards a Practical Engineering Tool for Rostering, Annals of Operational Research, Special Issue on Personnel Scheduling and Planning, Accepted for publication, January 2006 (early version)
Guided Genetic Algorithm (GGA)
Lau, T.L. & Tsang, E.P.K., Guided genetic algorithm and its application to radio link frequency assignment problems, Constraints, Vol.6, No.4, 2001, 373-398
Guided Local Search (GLS, latest)
Mills, P. & Tsang, E.P.K. & Ford, J., Applying an Extended Guided Local Search on the Quadratic Assignment Problem, Annals of Operations Research, Kluwer Academic Publishers, Vol.118, 2003, 121-135 (early version)
Guided Local Search (GLS, Original)
Voudouris, C. & Tsang, E.P.K., Guided local search, in F. Glover (ed.), Handbook of metaheuristics, Kluwer, 2003, 185-218

Estimation of Distribution Algorithm (EDA)

General Reference
to add
EDA for Global optimization
Q. Zhang, J. Sun, E.P.K. Tsang & J.A. Ford, Hybrid estimation of distribution algorithm for global optimization, Engineering Computations, Vol.21, No.1, 2004, 91-107
EDA Application in scheduling: 
E.P.K.Tsang, T.Gosling, B.Virginas, C.Voudouris & G.Owusu Proceedings, 2nd Multidisciplinary International Conference on Scheduling: Theory & Applications (MISTA), New York, July 2005, 485-500
More to add: preferably only add ISI indexed journal papers published after 2001, with indices to guide others when to use them (the MISTA paper above doesn't qualify, it was added temporarily).

Genetic Programming (GP)

GP for Forecasting: EDDIE
E.P.K. Tsang & J. Li, EDDIE for financial forecasting, in S-H. Chen (ed.), Genetic Algorithms and Programming in Computational Finance, Kluwer Series in Computational Finance, 2002, Chapter 7, 161-174
Arbitrage Chance Discovery: EDDIE-ARB
Tsang, E.P.K., Markose, S. & Er, H., Chance discovery in stock index option and future arbitrage, New Mathematics and Natural Computation, World Scientific, Vo.1, No.3, 2005, 435-447 (early version)

Computational Finance

General Reference
E.P.K. Tsang & S.Martinez-Jaramillo, Computational Finance, IEEE Computational Intelligence Society Newsletter, August 2004, 3-8

This page is maintained by Edward Tsang; last updated 1 March 2006
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