CF963, Autumn Term 2012-13
Learning and Computational Intelligence in Economics and Finance

		Course Supervisor: Professor Edward Tsang Phone: x2774 / Skype: bracil.net
		Graduate Teaching Assistant: Han Ao
		Distinguished Guest Speaker: Dr Amadeo Alentorn Old Mutual Asset Managers (UK) Ltd and Visiting Fellow, CCFEA
		Distinguished Guest Speaker: Dr Serafin Martinez Jaramillo Mexican Central Bank
		Distinguished Guest Speaker: Dr Michael Kampouridis School of Computing, University of Kent

Overview

This module explores the synergy between advanced computation methods and finance+economics. It introduce machine learning methods in financial applications.

Timetables:

• Lectures: Room 6.300, Mondays 11:00-12:50, starting 8th October 2012 (Week 2)
  Guest Lecture by Dr Amadeo Alentorn: Portfolio Optimization, Monday 15th October 2012 (Week 3)
  Guest Lecture by Dr Serafin Martinez Jaramillo: Systemic Risk Measurement, Tuesday 6th October 2012 (Week 6)
  Guest Lecture by Dr Michael Kampouridis: EDDIE for Forecasting, Monday 26th November 2012 (Week 9)
• Lab sessions: Room 5S.3.8 (room changed), Tuesdays 15:00-15:50, starting 30th October 2012 (Week 5)

Syllabus and Lecture Notes (Moodle)

Reading List

Assignments, by electronic submission only:

• Assignment 1: directional changes; deadline: Wednesday 14th November 2012 (Week 7) 11:59:59
• Assignment 2: overshoots in directional changes; deadline: Wednesday 12 December 2012 (Week 11) 11:59:59
• Assignments specification
• Spreadsheet to be used
• Definition of Directional Changes

Moc Exam Questions and Tests

Student Supports:

• For technical consultation, please contact Edward Tsang, course supervisor
• For non-academic problems, advices are available from Professional Counselling services