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Turing Finance | February 23, 2017

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Artificial Intelligence Archives - Turing Finance

Artificial Intelligence

The Promise of Computing

September 19, 2016 | | 5 Comments

You would be forgiven for thinking that Moore's law is a law like Newton's laws. It really does seem that as surely as an apple will fall to the ground, so too shall our computers, phones, tablets, and (now) watches capacity increase year-after-year ... Read More

Fitness Landscape Analysis for Computational Finance

June 29, 2015 | | 11 Comments

Some of the most interesting new research coming out of the Computational Intelligence Research Group (CIRG), which is applicable to numerous computational finance and machine learning optimization problems, is the development of fitness landscape analysis techniques. Fitness landscape analysis aims to characterize high dimensional ... Read More

Computational Finance at IEEE WCCI 2014

July 27, 2014 | | 3 Comments

I recently had the awesome opportunity to present my honours research at this years IEEE World Congress for Computational Intelligence conference (IEEE-WCCI) in Beijing. My trip was sponsored by the University of Pretoria's Computational Intelligence Research Group (CIRG) so ... Read More

10 misconceptions about Neural Networks

May 8, 2014 | | 51 Comments

Neural networks are one of the most popular and powerful classes of machine learning algorithms. In quantitative finance neural networks are often used for time-series forecasting, constructing proprietary indicators, algorithmic trading, securities classification and credit risk modelling. They ... Read More

Simulated Annealing for Portfolio Optimization

March 15, 2014 | | One Comment

This article applies the Simulated Annealing (SA) algorithm to the portfolio optimization problem. Simulated Annealing (SA) is a generic probabilistic and meta-heuristic search algorithm which can be used to find acceptable solutions to optimization problems characterized by a large ... Read More

Computational Decision Making Methods

February 13, 2014 | | One Comment

Artificial intelligence is broadly defined as the ability of an agent or a model to make either optimal or satisficing decisions. Decision-making in this context is a process which culminates in the selection of a particular course of ... Read More

Agent-based Computational Economic Models

January 13, 2014 | | 3 Comments

Economists subscribe to many often contradictory schools of thought. This results in businesses and governments adopting economic policies whose consequences are neither agreed upon nor understood. Furthermore, because the economy is actually a complex adaptive system most traditional economic ... Read More

Portfolio Optimization Using Particle Swarm Optimization

December 22, 2013 | | 13 Comments

My research topic for this year was Currency Carry Trade Portfolio Optimization using Particle Swarm Optimization (PSO). In this article I will introduce portfolio optimization and explain why it is important. Secondly, I will demonstrate how particle swarm ... Read More

Intelligent Algorithmic Trading Systems

July 7, 2013 | | 7 Comments

Algorithmic trading is the use of computer algorithms to automatically make trading decisions, submit orders, and manage those orders after submission. Algorithmic trading systems are best understood using a simple conceptual architecture consisting of three components which handle different ... Read More

Using Genetic Programming to evolve Trading Strategies

June 3, 2013 | | 22 Comments

A friend and I recently worked together on a research assignment where we successfully used Genetic Programming (GP) to evolve solutions to a real world financial classification problem. This problem, called security analysis, involves determining which securities ought to ... Read More