Centre

Centre for Computational Finance and Economic Agents (CCFEA)

Part of School of Computer Science and Electronic Engineering

We are an innovative, laboratory-based teaching and research centre, with an international reputation for cutting-edge work combining economic and financial modelling with computational implementation.

Get a head start in financial services with our specialist postgraduate courses in computational finance. As an interdisciplinary Centre we bring together leading academics in the field from our University's departments of economics, computer science and business.

Our Strengths

  • Cross-disciplinary syllabus incorporating the latest research
  • Practical hands-on instruction across all courses
  • Strong emphasis on skills and knowledge required by the industry
  • Hosting advanced workshops and seminars
  • Excellent links with government and industry

Find out more about Postgraduate study

Blending computation, economics and finance

We are an innovative and laboratory based teaching and research centre, with an international reputation for leading-edge, interdisciplinary work combining economic and financial modelling with computational implementation.

Outstanding research-led teaching

With very practical hands-on instruction from approachable, friendly lecturers and a highly cross-disciplinary syllabus, we place a strong emphasis on empirical work and make use of high-frequency data in both our research and our teaching.

Strong links with industry

Our focus on skills required by industry is backed up by our extensive network of industrial contacts, through our City Associates Board, our alumni and advanced workshops and seminars from industry experts. We are supported by our highly rated School of Computer Science and Electronic Engineering, Department of Economics, and Essex Business School.

Real-world research

Our group focuses on research in several different interdisciplinary areas, including algorithmic game theory, algorithmic trading and pricing derivatives. Our ultimate goal is to explore the synergy between computation, economics and finance.

Our research is geared towards practical applications, and many of our academic staff have experience of applying their research both in industry and in advising the UK government.

Networking opportunities

CCFEA academics are internationally known experts in the field of computational finance and economics. They are members of the IEEE Computational Finance and Economics Technical Committee (TC), which consists of around 40 people from academia and industry worldwide. PhD students joining our Centre will be encouraged to become members of the TC and actively participate in it by organising events, such as international conferences and workshops. This offers unique networking opportunities, where our students could meet and collaborate with computational finance and economics experts from around the world.

Activity in our Centre

Key events

Computational Finance workshop

We held this workshop at the University of Essex in September 2017. Our invited speaker was Richard Olsen founder of Blockchain and Financial product provider Lykke.

AI Seminar

We held an AI seminar on 28 November 2018 with speaker Ioannis Caragiannis from the University of Patras.

Economics and Computer Science seminar series

In 2018/19 this seminar series was run jointly by CCFEA and the Economics department with very distinguished world-leading scientists as invited speakers.

  • November 7: Nina Bobkova (EUI)
  • November 16: Elias Koutsoupias (University of Oxford)
  • December 13: Noam Nisan (Hebrew University)
  • May 1: Larry Samuelson (Yale Univeristy)
  • May 15: George Christodoulou (University of Liverpool)
  • May 22: Paul Goldberg (University of Oxford)
  • June 4: Philipp Strack (Berkeley University)
  • June 19: Gabriel Carroll (Stanford University)

Anniversary lecture

We celebrated the 18-year anniversary of our centre in October 2020 with a talk by Professor Edward Tsang. Edward is an emeritus professor at the University of Essex. He is a co-founder (2002) and previous Director (2009-2016) of the Centre for Computational Finance and Economic Agents (CCFEA). Professor Tsang discussed "Detecting regime change in computational finance" on Friday 16th October.

Key publications

We have a collated a selection of papers published by our academics in a range of journals. More papers and other information can be found on individual academic profiles.

Dr John O’Hara


See John's profile

Dr Michael Kampouridis


See Michael's profile

Dr Panagiotis Kanellopoulos


See Panagiotis' profile

Dr Maria Kyropoulou


See Maria's profile

Dr Alexandros Voudouris


See Alexandros' profile

Research projects

  • Knowledge Transfer Partnership project "Novel applications of optimisation, game theory and machine learning methods for the legal sector" funded by InnovateUK. Partners: University of Essex and Stephenson Harwood LLP.
  • ESRC Funded Project "An evaluation of the school admission experience: minimising contact and appeals as a cost reduction measure". Partners: Essex County Council, School of Computer Science and Electronic Engineering at the University of Essex, and Essex Business School at the University of Essex.

Teaching and supervision

Relevant degrees:

PhD students:

  • Chen Chen
  • Eva Christodoulaki
  • Kam Yoon Chong
  • Zheng Gong
  • Fatima Habbab
  • Bosiu Clement Kaibe
  • Shengnan Li
  • Xinpeng Long
  • Shaui Ma
  • Ahoora Rostamian
  • G.S. Rukanda
  • Ozgur Salman
  • Rongsen Zhang
  • Qi Zhao
  • Hao Zhou

MSc by Dissertation:

  • Jessica Fernanda Cebrian Aguirre.

Committees, conferences and workshops

Committee participation

Dr Michael Kampouridis is the Chair of the IEEE Computational Finance and Economics Technical Committee (TC), and all CCFEA academics are members of the TC.

Workshops

Workshops organised by CCFEA academics:

Get in touch
Postgraduate enquiries (Masters and PhD) and Admissions Claire Harvey
CCFEA studies and research collaboration Dr John O'Hara