CF963-7-AU, Autumn Term 2015-16
Learning and Computational Intelligence in Economics and Finance

		Course Supervisor: Professor Edward Tsang Phone: x2774 / Skype: bracil.net
		Distinguished Guest Speaker: Professor Bob Berry Business School, University of Nottingham and External Examiner, CCFEA
		Distinguished Guest Speaker: Dr Michael Kampouridis School of Computing, University of Kent and Visiting Fellow, CCFEA

Overview

Computational finance refers to research that applies advanced computation methods to finance with the aim to exploit synergy. This typically involves the use of advanced computing techniques, such as computational intelligence, to studying problems in economics and finance. This module explores the synergy between advanced computation methods and finance and economics. Advanced computing methods have been applied to forecasting, bargaining, portfolio optimization and algorithmic trading. Machine learning plays an important role in many of these applications.

Timetables:

• Lectures: Room 3.320, Tuesdays 11:00-12:50, starting week: 12th October 2015 (Week 3)
  Guest Lecture by Professor Bob Berry: Screening, scoring and Islamic Investment / Tuesday 17 November 2015 /
  • Slides on "Screening, Scoring & Ethical (Islamic) Screening"
  • Slides on "Ethical Risk and Ethical Investors"
  • Paper: R.H. Berry & F. Yeung, Are investors willing to sacrifice cash for morality?, Journal of Business Ethics, October 2012
  
  Guest Lecture by Dr Michael Kampouridis: EDDIE for Forecasting / Tuesday 24 November 2015 / slides
• Class: Room CES Lab 1, Tuesdays 16:00-16:50, starting week: 19th October 2015 (Week 4)

Syllabus and Lecture Notes (Moodle not used so far)

Reading List

Assignment, by electronic submission only: See Specification

See electronic submission guide (login required)

Moc Exam Questions and Tests

Student Supports:

• For technical consultation, contact Edward Tsang, course supervisor
• For administrative support, contact the General Office / Room 4.514 / Phone: +44 1206 874876 / Email at essex.ac.uk: csee-schooloffice
• For non-academic problems, advices are available from Professional Counselling services