場次 |
時間 |
地點 |
講題 |
檔案下載 |
1 |
11/15 ( 二 )
1:30pm – 3:30pm |
真理大學
管理學院十樓演講廳 |
Lecture 1 - GP in Computational
Finance, Overview
- What is Genetic Programming?
- What is Computational Finance?
- Why is genetic programming useful for computational finance?
- Overview of GP applications in computational finance
- Financial forecasting
- Automated bargaining
- Artificial markets
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2 |
11/16 ( 三 )
1:30pm – 3:30pm |
真理大學
管理學院十樓演講廳 |
Lecture
2 - EDDIE for financial forecasting
- Financial forecasting, the research agenda
- Basic financial forecasting (collaboration with Korczak)
- EDDIE: a genetic programming forecasting tool (architecture)
- Data preparation
- How to assess results?
- Experimental results
- Using constraints to guide the search
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3 |
11/16 ( 三 )
7:00pm – 10:00pm |
政治大學
綜合院館 271034 室 |
Lecture 3 - EDDIE in
arbitrage
- What is financial arbitrage?
- How can EDDIE help to find arbitrage opportunities?
- EDDIE-Arb, specialized EDDIE for arbitrage (system architecture)
- Data preparation
- Experimental results
- Business opportunities
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4 |
11/17 ( 四 )
2:00pm – 4:30pm |
逢甲大學
商學大樓 804B 室 |
Lecture 4 - GP in automated
bargaining
- What is automated bargaining? (the simple bargaining game)
- Why study automated bargaining?
- Bargaining in game theory (Rubinstein 82 bargaining model)
- Why should one use GP in bargaining? (Approximating subgame
equilibrium)
- One population or two? (co-evolution)
- Constrained fitness function
- Uncertainty
- Outside options
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5 |
11/19 ( 六 )
2:00pm – 5:00pm |
政治大學
綜合院館 271034 室 |
Lecture 5 - GP in Artificial
Markets
- Why study artificial market? (The wind-tunnel thesis)
- Artificial market with GP agents (the AI-ECON approach)
- Co-evolution (the business school approach)
- Understanding real markets through studying artificial markets
- Exhibiting stylized facts
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