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2015 Papers
Level 5 Papers >> B Semester
COMP556A Computational Finance

15 Points

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.

Pre Requisite Papers
Either COMP316 Artificial Intelligence Techniques and Applications or
COMP321 Practical Data Mining and
a further 40 points at 300 level Computer Science

Corresponding Papers
COMP456 Computational Finance

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Internal assessment/final examination ratio: 1:0

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  2007 FCMS. The University of Waikato - Te Whare Wananga o Waikato