2014 Papers
Level 4 Papers >> All Papers
COMP456B Computational Finance

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

Corresponding Papers
COMP556 Computational Finance

Lecturers and Tutors

B Semester

Timetable
Official Timetable Information

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

Assessment Components

  • Assignment 1: 30%
  • Assignment 2: 20%
  • Assignment 3: 40%
  • Participation:   10%
ALL assessment components are mandatory.

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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