IEEE CFETC Computational Finance and Economics Technical Committee

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Presentation transcript:

IEEE CFETC Computational Finance and Economics Technical Committee Under IEEE Computational Intelligence Society Founded 2004; Chairs: Edward Tsang 2004, 2005 Pedro Isasi 2006 Han La Poutre 2007, 2008 To promote computational intelligence in finance and economics Edward Tsang, Profile, September 2007 Edward Tsang holds a first degree in Business Administration (1977, major in Finance) and a PhD degree (1987) in Computer Science. Prior to his PhD studies, he served for five years in various positions in the commercial sector in Hong Kong. He is currently a Professor in Computer Science at University of Essex. He has served the university as members of the Senate, Council and Select Committee for Professors; he has also served the Department of Computer Science as Deputy Head (Research). Edward Tsang is the co-founder and Deputy Director of Centre for Computational Finance and Economic Agents (CCFEA, http://www.essex.ac.uk/ccfea). CCFEA is an interdisciplinary research centre, which applies artificial intelligence methods to problems in finance and economics. It is supported by City Associates, which is supported by HSBC, Barclays, Bank of England, Old Mutual, Olsen & Associates and other companies. Edward Tsang has broad interest in artificial intelligence. He is best known in his research in constraint satisfaction (a branch of combinatorial optimisation for decision support and scheduling) and computational finance and economic agents (in particularly, forecasting and automated bargaining). Heuristic search and evolutionary computation are the main techniques used to these applications. He established and leads the Constraint Satisfaction and Optimisation Research Group and the Computational Finance research group at University of Essex. Edward Tsang regularly serves the research community. He founded the Technical Committee in Computation Finance and Economics in IEEE’s Computational Intelligence Society in 2004, and chaired it until the end of 2005. He serves in editorial boards of IEEE Transactions in Evolutionary Computation, Constraints, the Scheduling journal and other journals. He has been a member of the Computing College of Engineering and Physical Sciences Research Council (EPSRC, UK) since 1997. He has served committees and panels for many major international conferences and workshops. He has given invited speeches in international conferences, including the Parallel Problem Solving from Nature (PPSN) 2006. Edward Tsang’s research is highly industry-relevant. He has given consultation to GEC Marconi, British Telecom, the Commonwealth Secretariat, Old Mutual Asset Managers, RAS and other organizations. Guided Local Search, developed in his laboratory, has been embedded in ILOG DISPATCHER, a commercial product for vehicle routing. EDDIE, a financial forecasting tool, has attracted much commercial interest.

CFETC Activities Congress on Evolutionary Computation Special Sessions in 2003 – 2007 More sessions in 2008 Active participation in WEHIA 2005 Planning to organize own conference in 2008/09 IEEE Trans Evolutionary Computation Special issue expected 2008