Artificial Intelligence Archives - Turing Finance
Artificial Intelligence
The Promise of Computing
September 19, 2016 | StuartReid | 7 CommentsWarning: preg_replace(): The /e modifier is no longer supported, use preg_replace_callback instead in /home/customer/www/turingfinance.com/public_html/wp-content/plugins/latex/latex.php on line 47
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 | StuartReid | 11 CommentsSome 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 | StuartReid | 3 CommentsI 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 | StuartReid | 58 CommentsNeural 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 | StuartReid | One CommentThis 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 | StuartReid | 2 CommentsArtificial 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 | StuartReid | 3 CommentsEconomists 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 | StuartReid | 23 CommentsMy 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 | StuartReid | 8 CommentsAlgorithmic 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 | StuartReid | 22 CommentsA 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