Event

Detecting Regime Change in Computational Finance

  • Fri 16 Oct 20

    12:00 - 13:00

  • Online

  • Event speaker

    Professor Edward Tsang

  • Event type

    Lectures, talks and seminars

  • Event organiser

    Computer Science and Electronic Engineering, School of

  • Contact details

    Dr Maria Kyropoulou

Marking CCFEA’s 18th anniversary, we would like to invite you to a special guest lecture, by our Emeritus Professor and Co-founder of CCFEA, Edward Tsang.

CCFEA is an interdisciplinary research centre, which applies artificial intelligence methods to problems in finance and economics for synergy and has close ties with the AI for Decision Making research group.

Summary

Edward will be speaking about his new book, ‘Detecting Regime Change in Computational Finance: Data Science, Machine Learning and Algorithmic Trading’.

Based on interdisciplinary research into “Directional Change”, a new data-driven approach to financial data analysis, his book applies machine learning to financial market monitoring and algorithmic trading.

Edward has an international reputation in artificial intelligence. He is well known for his research in constraint satisfaction (a branch of combinatorial optimisation for decision support and scheduling) and computational finance and economics.

The talk will be of great interest to professionals in the financial sector, especially those who are specialising in algorithmic trading, computational finance, machine learning, and data science, as well as people who would like to study and pursue such a career.

Speaker

Professor Edward Tsang 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).