research

Computational Finance Research @ CCFEA

Computational Finance is oriented to the non-Gaussian characteristics of financial markets and operational aspects of financial markets, financial engineering, portfolio and risk management. Computational methods include Adaptive and Reinforced Learning Techniques, Heuristic Optimization and Evolutionary Computing.

research areas

• heuristic optimization in finance, economics and financial econometrics
• evolutionary computation and AI learning
• value at risk and risk management with extreme events
• derivatives pricing and risk management with non-Gaussian distributions
• current PhD topics

research results

• CCFEA working paper series
• Computational Finance Research Papers
• Portfolio Management with Heuristic Optimization