This paper introduces students to the applications of evolutionary algorithms and other metaheuristic optimization methods to finance. Standard computational finance problems such as portfolio optimization and algorithmic trading are investigated. Practical work uses a Java-based trading simulator, so the paper is best suited to students with previous Java programming experience.
Either COMP316 Artificial Intelligence Techniques and Applications or
COMP321 Practical Data Mining and
a further 40 points at 300 level Computer Science
COMP456 Computational Finance
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