Overview
During the past fifteen years the Financial Services industry has been transformed though the application of computer-based analytics for forecasting, product design, portfolio optimisation, risk management, fraud detection, and intelligent advisory systems for issuing insurance and mortgages. Whilst the intelligent systems used in the Financial Services Industry are now reasonably mature and of high quality, the following research challenges remain:
- How can Intelligent Systems be made adaptive, flexible and robust in the presence of a dynamic, unpredictable and often unforgiving environment such as the financial markets?
- How can emergent behaviour (e.g. from agent-based swarm systems) be controlled, channelled and exploited in the Finance domain?
- How can existing and emerging Intelligent Systems techniques be applied to the Venture Capital (Private Equity) sector? ("VentureAnalytics")
Themes
- Adaptive, flexible and robust Intelligent Systems for Finance
- agent-based swarms
- Drawing inspiration from the adaptive morphology of living cells (morphogenesis)
- Morphogenesis applied in simulation of portfolio trading strategies
- new variants of exiting technologies
- Are Genetic Algorithms and Genetic Programming suited to incremental learning?
- The application of a continuous learning strategy to the use of GA techniques for trading Portfolio Optimisation
- automatic generation of non-linear factor models using GP
- exploring the limits of existing technology
- Financial portfolio optimisation using GA and GP
- "Profitable, Return-Enhancing" Portfolio Adjustments - An Application of Genetic Programming with Constrained Syntactic Structure
- Dynamic Optimisation of Technical Trading Rules Using Genetic Programming
- Emergent intelligence
- from random to regulated behaviour using Swarm Agents
- Cytoskeleton Simulation applied in financial portfolio optimisation
- emergence of regulatory effects from cooperation and competition
- emergence of dynamic hierachies
- Venture Analytics
- Venture Analytics applies intelligent computing techniques to the Venture Capital (Private Equity) domain. The early-stage Venture Capital industry has been largely unaffected by the 'analytics' revolution in the Financial Services Industry, and later-stage VCs use analytic methods that typically do not benefit from the latest Intelligent Systems techniques. This is a new research area - click here for more details.