Events Calendar - Biologically-inspired Algorithms for Financial...

CFA Ireland > Events Calendar > Biologically-inspired Algorithms for Financial Modelling

Events Calendar: Biologically-inspired Algorithms for Financial Modelling

Title

Biologically-inspired Algorithms for Financial Modelling

Event Location

The Davenport Hotel, off Merrion Square.

Speaker

Professor Anthony Brabazon is currently Vice-Principal of Research and Innovation for the College of Business and Law and Head of Research in the School of Business. He is also Director of the Financial Mathematics Computation Research Cluster (FMC²) (see http://www.fmc-cluster.org). FMC² is a collaboration between Industry, University College Dublin, Dublin City University, and NUI Maynooth. It is funded by Science Foundation Ireland under their Strategic Research Cluster Programme. FMC²brings together complementary expertise in financial mathematics, financial economics and computer science to create a multi-disciplinary research programme in asset and risk management.

Anthony's primary research interests concern the development of natural computing theory and the application of natural computing algorithms to real-world problems, particularly in the domain of finance. He is co-founder and co-director (with Dr. Michael O'Neill, School of Computer Science and Informatics, UCD) of the Natural Computing Research and Applications Group at UCD (see http://ncra.ucd.ie). The NCRA engages in both basic and applied research in natural computing methodologies. The NCRA is the only dedicated natural computing research facility in Ireland.

Anthony has an established publication record in the field of evolutionary computation / natural computing with in excess of 120 peer-reviewed publications. He has authored / edited several books including 'Biologically Inspired Algorithms for Financial Modelling', 'Foundations in Grammatical Evolution for Dynamic Environments' and 'Natural Computing in Computational Finance' (Volumes I, II and III), all published by Springer. As well as sitting on the editorial boards of several journals, Anthony is a regular reviewer for a wide range of journals in natural computing, operations research and finance. He is a regular member of programme committees at major conferences in the field of natural computing, including GECCO (Genetic and Evolutionary Computation Conference), IEEE Congress on Evolutionary Computation, and EuroGP (European Conference on Genetic Programming). He is founder and co-Chair of EvoFin, the only dedicated European research workshop on the application of evolutionary algorithms to computational finance and economics and is also a member of the IEEE Computational Finance and Economics Technical Committee.

Event Description

Biologically-inspired computing can be broadly defined as the development of computational methods and algorithms which draw metaphorical inspiration from phenomena that occur in the natural biological world.

‘Earning a lunch’ in an ever-changing natural environment bears parallel with ‘profitable survival’ in financial markets. This presentation will give an overview of a series of biologically-inspired algorithms which have practical application for optimisation and model-induction purposes, and which therefore have wide application for incorporation into financial software for applications as diverse as fraud detection, asset selection, algorithmic trading etc.

The presentation will also overview the new Financial Mathematics and Computation Research Cluster (FMC²) which is collaboration between UCD, DCU and NUI-Maynooth and industry, funded by Science Foundation Ireland. The objective of FMC² is to engage in internationally cutting-edge, industry-relevant, research, provide high-quality training for PhD and Post Doctoral researchers, and to support the product / process innovation efforts of Irish-based financial services firms.

CE Credits

1 hour CPD, 1 hour CE

Registration

To register: click here

All Day Event

Recurrence

Workspace

End Time

26/02/2010 14:00

Description

Tea, coffee and sandwiches from 12.30.

Presentation will begin at 13.00 and will end at 13.50, including Q&A.

Start Time

26/02/2010 12:30

Attachments

Content Type: Custom Calendar