Activity

A Framework for Enhancing Quarterly Earnings-Per-Share Predictions Using Bayesian Averaging and Transfer Learning

Seminar delivered by Ivan Evdokimov (University of Essex).

A Multicriteria Decision Trading System Based on Prospect Theory: A Risk Return Analysis of the TODIM Method

Seminar delivered by Elton Sbruzzi (Instituto Tecnológico de Aeronáutica, Brazil).

Deep Reinforcement Learning for High Frequency Trading under a Directional Changes Sampling Paradigm

Seminar delivered by George Rayment, University of Essex.

Envy-Free Cake-Cutting for Four Agents

Seminar delivered by Alexandros Hollender (University of Oxford).

Reducible networks of economic agents with applications to trading strategies, financial stability and representative agents

Seminar delivered by Harbir Lamba (George Mason University)

Constant Inapproximability for Fisher Markets

Seminar delivered by Argyrios Deligkas

The Performance of Machine Learning Regression Algorithms in Sparse Financial Time-series Datasets

Seminar delivered by Ivan Evdokimov

Genetic Programming Application for Combining Directional Changes Indicators in the International Stock Market

Seminar delivered by Xinpeng Long

Strategic Games in Financial Networks: Complexity and Equilibria

Seminar delivered by Hao Zhou (University of Oxford)

Mechanism Design without Money for Heterogeneous and Distributed Facility Location Problems

Seminar delivered by Rongsen Zhang

Fundamental, Sentiment and Technical Analysis for Algorithmic Trading Using Novel Genetic Programming Algorithms

Seminar delivered by Evangelia Christodoulaki

Improving REITs Time Series Prediction Using ML and Technical Analysis Indicators

Seminar delivered by Fatim Z. Habbab

Best of Both Distortion Worlds

Seminar delivered by Mohamad Latifian

Trading Strategies Optimization Using a Genetic Algorithm under the Directional Changes Paradigm

Seminar delivered by Ozgur Salman

Anniversary lecture

We celebrated the 18-year anniversary of our centre in October 2020 with a talk by Professor Edward Tsang. Edward is an emeritus professor at the University of Essex. He is a co-founder (2002) and previous Director (2009-2016) of the Centre for Computational Finance and Economic Agents (CCFEA). Professor Tsang discussed "Detecting regime change in computational finance" on Friday 16th October.

SAGT 2022

We hosted the 15th International Symposium on Algorithmic Game Theory (SAGT 2022) at the University of Essex.

The conference had world renowned keynote speakers including Prof. Aggelos Kiayias who talked about Decentralizing Information Technology: The Advent of Resource Based Systems.

Committee participation

CCFEA academics are members of the IEEE Computational Finance and Economics Technical Committee.

Workshops

Workshops organised by CCFEA academics:

• Workshop on Fair Resource Allocation: Concepts, Algorithms and Complexity - In conjunction with the 22nd ACM Conference on Economics and Computation (EC 2021).
• IEEE Symposium on Computational Intelligence for Financial Engineering and Economics.
• Workshop on the Distortion and Information-Efficiency Tradeoffs - In conjunction with the 21st ACM Conference on Economics and Computation (EC 2020).
• Workshop on Theoretical Aspects of Fairness - In conjunction with the 46th International Colloquium on Automata, Languages and Programming (ICALP 2019).