15 Points

This paper is intended to introduce students to the applications of Artificial Intelligence (AI) in finance. Standard Computational Finance problems such as index tracking, algorithmic trading, and corporate failure prediction will be investigated, and students will learn how to solve these problems using advanced computational techniques from the AI research literature, such as natural computing and data mining.

Pre Requisite Papers
Three 300 level Computer Science papers, including
COMP316 Artificial Intelligence Techniques and Applications or
COMP321 Practical Data Mining

Corresponding Papers
COMP556 Computational Finance

Timetable
Official Timetable Information

Assessment Ratio
Internal assessment/final examination ratio: 1:0

Attendance Policy
Class attendance is expected. The course notes provided are not comprehensive, additional material will be covered in class. You are responsible for all material covered in class.

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University Regulations
Your attention is drawn to the following regulations and policies, which are published in the University Calendar:

• Assessment Regulations 2005
• Student Discipline Regulations 2008
• Computer Systems Regulations 2005
• Policy on the Use of Māori for Assessment
• Ethical Conduct in Human Research and Related Activities Regulations 2008
• Student Research Regulations 2008