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
Modelling decimalisation in the Nasdaq stockmarket
Aug 21, 2009
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4124 Views
Empirical Portfolio Selection
Aug 21, 2009
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7332 Views
Are markets efficient? A view from micro-structural data
Aug 21, 2009
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8302 Views
Lectures
Multi-Strategy Trading Utilizing Market Regimes
Aug 21, 2009
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8574 Views
The More Rating: New Model -a comparative analysis of different companies from d...
Aug 21, 2009
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4492 Views
Dynamic Portfolio Management with Transaction Costs
Aug 21, 2009
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6153 Views
The Effect of Reinforcement Learning Agents in Double-Auction Markets
Aug 21, 2009
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4371 Views
Modelling Financial Time Series using Grammatical Evolution
Aug 21, 2009
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8332 Views
Modeling Dependence in Financial Data with Semiparametric Archimedean Copulas
Aug 21, 2009
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8845 Views
Dynamic Asset Allocation for Bivariate Enhanced Index Tracking using Sparse PLS
Aug 21, 2009
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6555 Views
Predicting Abnormal Returns From News Using Text Classification
Aug 21, 2009
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5577 Views
Modeling the S&P 500 Index using the Kalman Filter and the LagLasso
Aug 21, 2009
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10730 Views