International Workshop on Advances in Machine Learning for Computational Finance (AMLCF), London 2009

International Workshop on Advances in Machine Learning for Computational Finance (AMLCF), London 2009

12 Lectures · Jul 20, 2009

About

During recent years, the use of intelligent systems in the financial and economic industries have increased substantially, providing a new perspective to the agenda of finance and economics by their ability to handle large amounts of financial data and simulate complex models. This field of research is known as computational finance. The most common applications of computational finance are within the area of investment banking and financial risk management, and currently employ learning methods such as Support Vector Machines, Bayesian approaches, Regression, Neural Network, Fuzzy Logic and Genetic Algorithms.

The aim of the workshop is to open discussion and stimulate interaction between the disciplines of computational finance and machine learning geared towards the development of new methods that will answer specific complex questions in finance. The workshop is targeted towards academics and professionals alike.

The workshop is organised by the centre for Computational Statistical and Machine Learning (CSML) and by the Financial Computing Team at University College London under the sponsorship of the Patterns Analysis, Statistical Modelling and Computational Learning (PASCAL) Network of Excellence 2.

Detailed information can be found at the Workshop homepage.

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Uploaded videos:

Invited Talks

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57:43

Modelling decimalisation in the Nasdaq stockmarket

Vince Darley

Aug 21, 2009

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4124 Views

Invited Talk
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01:03:52

Empirical Portfolio Selection

László Györfi

Aug 21, 2009

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7332 Views

Invited Talk
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52:32

Are markets efficient? A view from micro-structural data

Jean-Philippe Bouchaud

Aug 21, 2009

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8302 Views

Invited Talk

Lectures

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27:19

Multi-Strategy Trading Utilizing Market Regimes

Subramanian Ramamoorthy

Aug 21, 2009

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8574 Views

Lecture
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29:03

The More Rating: New Model -a comparative analysis of different companies from d...

Pinar Dilek

Aug 21, 2009

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4492 Views

Lecture
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28:57

Dynamic Portfolio Management with Transaction Costs

Alberto Suárez

Aug 21, 2009

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6153 Views

Lecture
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20:02

The Effect of Reinforcement Learning Agents in Double-Auction Markets

Neil Raynor,

Khoa Minh Nguyen,

Imon Palit

Aug 21, 2009

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4371 Views

Lecture
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20:53

Modelling Financial Time Series using Grammatical Evolution

Kamal Adamu

Aug 21, 2009

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8332 Views

Lecture
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30:49

Modeling Dependence in Financial Data with Semiparametric Archimedean Copulas

José Miguel Hernández-Lobato

Aug 21, 2009

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8845 Views

Lecture
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26:30

Dynamic Asset Allocation for Bivariate Enhanced Index Tracking using Sparse PLS

Brian McWilliams

Aug 21, 2009

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6555 Views

Lecture
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32:53

Predicting Abnormal Returns From News Using Text Classification

Ronny Luss

Aug 21, 2009

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5577 Views

Lecture
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22:46

Modeling the S&P 500 Index using the Kalman Filter and the LagLasso

Nicolas Mahler

Aug 21, 2009

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10730 Views

Lecture