People

Prof Edward Tsang

Emeritus Professor
School of Computer Science and Electronic Engineering
Prof Edward Tsang
  • Email

  • Telephone

    +44 (0) 1206 872774

  • Location

    5A.531, Colchester Campus

Publications

Journals (55)

Tsang, EPK., Tao, R., Serguieva, A. and Ma, S., (2017). Profiling high-frequency equity price movements in directional changes. Quantitative Finance. 17 (2)

Aloud, M., Fasli, M., Tsang, E., Dupuis, A. and Olsen, R., (2017). Modeling the High-Frequency FX Market: An Agent-Based Approach. Computational Intelligence. 33 (4)

Shi, J., Zhang, Q. and Tsang, E., (2017). EB-GLS: an improved guided local search based on the big valley structure. Memetic Computing

Wang, P., Tang, K., Weise, T., Tsang, E. and Yao, X., (2014). Multiobjective genetic programming for maximizing ROC performance. Neurocomputing. 125

Rashidi, H. and Tsang, EP., (2013). Novel constraints satisfaction models for optimization problems in container terminals. Applied Mathematical Modelling. 37 (6)

Bernardo, D., Hagras, H. and Tsang, E., (2013). A genetic type-2 fuzzy logic based system for the generation of summarised linguistic predictive models for financial applications. Soft Computing. 17 (12)

Kampouridis, M., Alsheddy, A. and Tsang, E., (2013). On the investigation of hyper-heuristics on a financial forecasting problem. Annals of Mathematics and Artificial Intelligence. 68 (4)

MASRY, S., DUPUIS, A., OLSEN, RB. and TSANG, E., (2013). Time zone normalization of FX seasonality. Quantitative Finance. 13 (7)

Tsang, E., Olsen, R. and Masry, S., (2013). A formalization of double auction market dynamics. Quantitative Finance. 13 (7)

Aloud, M., Fasli, M., Tsang, E., Dupuis, A. and Olsen, R., (2013). Stylized Facts of the FX Market Transactions Data: An Empirical Study. Journal of Finance and Investment Analysis. 2 (4)

Aloud, M., Tsang, E., Olsen, R. and Dupuis, A., (2012). A Directional-Change Event Approach for Studying Financial Time Series. Economics: The Open-Access, Open-Assessment E-Journal. 6 (2012-36)

KAMPOURIDIS, M., CHEN, S-H. and TSANG, E., (2012). MICROSTRUCTURE DYNAMICS AND AGENT-BASED FINANCIAL MARKETS: CAN DINOSAURS RETURN?. Advances in Complex Systems. 15 (supp02)

Kampouridis, M., Chen, S-H. and Tsang, E., (2012). Market fraction hypothesis: A proposed test. International Review of Financial Analysis. 23

Kampouridis, M. and Tsang, E., (2012). Investment Opportunities Forecasting: Extending the Grammar of a GP-based Tool. International Journal of Computational Intelligence Systems. 5 (3)

Alsheddy, A. and Tsang, EPK., (2011). Empowerment scheduling for a field workforce. Journal of Scheduling. 14 (6)

Rashidi, H. and Tsang, EP., (2011). A complete and an incomplete algorithm for automated guided vehicle scheduling in container terminals. Computers & Mathematics with Applications. 61 (3)

Alexandrova-Kabadjova, B., Tsang, E. and Krause, A., (2011). Competition is Bad for Consumers: Analysis of an Artificial Payment Card Market. Journal of Advanced Computational Intelligence and Intelligent Informatics. 15 (2)

Jin, N. and Tsang, E., (2011). Bargaining strategies designed by evolutionary algorithms. Applied Soft Computing. 11 (8)

Alexandrova-Kabadjova, B., Tsang, E. and Krause, A., (2011). Market structure and information in payment card markets. International Journal of Automation and Computing. 8 (3)

Qingfu Zhang, Wudong Liu, Tsang, E. and Virginas, B., (2010). Expensive Multiobjective Optimization by MOEA/D With Gaussian Process Model. IEEE Transactions on Evolutionary Computation. 14 (3)

Borenstein, Y., Shah, N., Tsang, E., Dorne, R., Alsheddy, A. and Voudouris, C., (2010). On the partitioning of dynamic workforce scheduling problems. Journal of Scheduling. 13 (4)

Borrett, JE. and Tsang, EPK., (2009). Adaptive constraint satisfaction: The quickest first principle. Intelligent Systems Reference Library. 1 (1)

Martinez-Jaramillo, S. and Tsang, EPK., (2009). An Heterogeneous, Endogenous and Coevolutionary GP-Based Financial Market. IEEE Transactions on Evolutionary Computation. 13 (1)

Jin, N., Tsang, E. and Li, J., (2009). A constraint-guided method with evolutionary algorithms for economic problems. Applied Soft Computing. 9 (3)

Tsang, E., (2009). Forecasting — where computational intelligence meets the stock market. Frontiers of Computer Science in China. 3 (1)

Tsang, E. and Isasi, P., (2009). Editorial Special Issue: Computational Finance and Economics. IEEE Transactions on Evolutionary Computation. 13 (1)

Tsang, EPK., Gosling, T., Virginas, B., Voudouris, C., Owusu, G. and Liu, W., (2008). Retractable contract network for empowerment in workforce scheduling. Multiagent and Grid Systems. 4 (1)

Tsang, EPK., (2008). Computational intelligence determines effective rationality. International Journal of Automation and Computing. 5 (1)

Garcia-Almanza, AL. and Tsang, EPK., (2008). Evolving decision rules to predict investment opportunities. International Journal of Automation and Computing. 5 (1)

Abbas, AM., Tsang, EPK. and Nasri, AH., (2008). DEPICT: A high-level formal language for modeling constraint satisfaction problems. International Journal of Automation and Computing. 5 (2)

Virginas, B., Ursu, M., Tsang, E., Owusu, G. and Voudouris, C., (2008). Intelligent resource exchanges: Solutions and pathways in a workforce allocation problem. Journal of Universal Computer Science. 14 (14)

Garcia-Almanza, AL. and Tsang, EPK., (2007). Detection of stock price movements using chance discovery and genetic programming. International Journal of Knowledge-based and Intelligent Engineering Systems. 11 (5)

Zhang, Q., Sun, J. and Tsang, E., (2007). Combinations of estimation of distribution algorithms and other techniques. International Journal of Automation and Computing. 4 (3)

Zhang, Q., Sun, J., Xiao, G. and Tsang, E., (2007). Evolutionary Algorithms Refining a Heuristic: A Hybrid Method for Shared-Path Protections in WDM Networks Under SRLG Constraints. IEEE Transactions on Systems, Man and Cybernetics, Part B (Cybernetics). 37 (1)

Tsang, E., Ford, J., Mills, P., Bradwell, R., Williams, R. and Scott, P., (2007). Towards a practical engineering tool for rostering. Annals of Operations Research. 155 (1)

Zhang, Q., Sun, J., Tsang, E. and Ford, J., (2006). Estimation of distribution algorithm with 2-opt local search for the quadratic assignment problem. Studies in Fuzziness and Soft Computing. 192

SUN, J., ZHANG, Q. and TSANG, E., (2005). DE/EDA: A new evolutionary algorithm for global optimization. Information Sciences. 169 (3-4)

Zhang, Q., Sun, J. and Tsang, E., (2005). An Evolutionary Algorithm With Guided Mutation for the Maximum Clique Problem. IEEE Transactions on Evolutionary Computation. 9 (2)

TSANG, EDWARD., MARKOSE, SHERI. and HAKAN, ER., (2005). CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE. New Mathematics and Natural Computation. 01 (03)

Tsang, E., Markose, SM. and Er, H., (2005). Chance Discovery In Stock Index Option And Futures Arbitrage. New Mathematics and Natural Computation. 1 (03)

TSANG, E., MARKOSE, S. and HAKAN, E., (2005). CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE. New Mathematics and Natural Computation. 01 (03)

Abbas, A. and Tsang, E., (2004). Software engineering aspects of constraint-based timetabling—a case study. Information and Software Technology. 46 (6)

Zhang, Q., Sun, J., Tsang, E. and Ford, J., (2004). Hybrid estimation of distribution algorithm for global optimization. Engineering Computations. 21 (1)

Tsang, E., Yung, P. and Li, J., (2004). EDDIE-Automation, a decision support tool for financial forecasting. Decision Support Systems. 37 (4)

Mills, P., Tsang, E. and Ford, J., (2003). Applying an Extended Guided Local Search to the Quadratic Assignment Problem. Annals of Operations Research. 118 (1-4)

Lau, TL. and Tsang, EPK., (2001). Guided genetic algorithm and its application to radio link frequency assignment problems. Constraints. 6 (4)

Borrett, JE. and Tsang, EPK., (2001). A context for constraint satisfaction problem formulation selection. Constraints. 6 (4)

Mills, P. and Tsang, E., (2000). Guided local search for solving SAT and weighted MAX-SAT problems. Journal of Automated Reasoning. 24 (1-2)

Voudouris, C. and Tsang, E., (1999). Guided local search and its application to the traveling salesman problem. European Journal of Operational Research. 113 (2)

Tsang, E., (1999). A glimpse of constraint satisfaction. Artificial Intelligence Review. 13 (3)

Kwan, ACM., Tsang, EPK. and Borrett, JE., (1998). Predicting phase transitions of binary constraint satisfaction problems with constraint graph information. Intelligent Data Analysis. 2 (1)

Tsang, EPK., Li, J. and Butler, JM., (1998). EDDIE beats the bookies. Software: Practice and Experience. 28 (10)

Howarth, RJ. and Tsang, EPK., (1998). Spatio-temporal conflict detection and resolution. Constraints. 3 (4)

Tsang, E., (1998). No more “Partial” and “Full Looking Ahead”. Artificial Intelligence. 98 (1-2)

Tsang, E. and Voudouris, C., (1997). Fast local search and guided local search and their application to British Telecom's workforce scheduling problem. Operations Research Letters. 20 (3)

Conferences (10)

Bakhach, A., Tsang, E., Ng, WL. and Chinthalapati, VLR., (2017). Backlash Agent: A trading strategy based on Directional Change

Shaghaghi, AR., Glover, T., Kampouridis, M. and Tsang, E., (2013). Guided local search for optimal GPON/FTTP network design

Masry, S. and Tsang, EK., (2011). Simulating market clearance dynamics under a simple event calculus market model

ALOud, M. and Tsang, E., (2011). Modelling the trading behaviour in high-frequency markets

Alsheddy, A. and Tsang, EPK., (2010). A guided local search based algorithm for the multiobjective empowerment-based field workforce scheduling

Kampouridis, M., Chen, SH. and Tsang, E., (2010). Testing the dinosaur hypothesis under different GP algorithms

Masry, S., ALOud, M., Tsang, E., Dupuis, A. and Olsen, R., (2010). A novel approach for studying the high-frequency FOREX market

Martinez-Jaramillo, S. and Tsang, EPK., (2009). Evolutionary computation and artificial financial markets

Thulasiram, RK., Downing, CT., Chiarella, C., Coleman, T., Dempster, M., Dongarra, J., Duan, JC., Gao, G., Appadoo, SS., Atiya, A., Bagchi, A., Birge, J., Brabazon, A., Broadie, M., Campolieti, J., Cincotti, S., Downing, C., Gilli, M., Isaenko, S., Jacoby, G., Kumar, K., Klebaner, F., Li, X., Li, Y., Livdan, D., Lyuu, YD., Nath, GC., Okten, G., Oosterlee, CW., Ouskel, AM., Platen, E., Seco, L., Srinivasan, A., Srinivasan, R., Thenmozhi, M., Thulasiraman, P., Tsang, EPK., Wagner, A., Wang, L., Wilson, C., Wittum, G., Ing, CW. and Tanaka-Yamawaki, M., (2008). Message from PDCoF-08 Workshop Chairs

Li, J. and Tsang, EPK., (1999). Investment decision making using FGP: A case study

Chapters (1)

Aloud, M., Tsang, E. and Olsen, R., (2015). Modeling the FX market traders' behavior: An agent-based approach. In: Banking, Finance, and Accounting: Concepts, Methodologies, Tools, and Applications. 350- 384. 9781466662698

Books (2)

Voudouris, C., Owusu, G., Dorne, R., Lesaint, D., Voudouris, C., O'Brien, PD., Owusu, G., Owusu, G., Anim-Ansah, G., Kern, M., Malpass, J., Shah, M., Kern, M., Owusu, G., Conway, A., Gilfedder, T., Poon, K., Dorne, R., Li, Y., Meissner, J., Strauss, A., Dorne, R., Liret, A., Dorne, R., McCormick, A., Lesaint, D., Voudouris, C., Jennings, B., Finkelstein, A., Lesaint, D., Papamargaritis, G., Nauck, D., Ruta, D., Spott, M., Azvine, B., Chhabra, P., Karamongikar, S., Voudouris, C., Shah, M., Stubbings, P., Oliveira, F., Rana, R., Virginas, B., Tsang, EPK., Virginas, B., Gosling, T., Liu, W. and Cleaver, P., (2008).Service chain management: Technology innovation for the service business. 9783540755036

Ryan, C., Soule, T., Keijzer, M., Tsang, E., Poli, R. and Costa, E., (2003).Preface. 354000971X

Scholarly Editions (1)

Serafin, MJ., Tsang, EPK. and Markose, S., Co evolution of Genetic Programming Based Agents in an Artificial Stock Market

Grants and funding

2016

The Translab Power Dial(2)

Transfaction Ltd

2013

Trans Mash

General

Optimum Labour Scheduling in Container Ports - 50%

Technology STrategy Board

Optimum Labour Scheduling in Container Ports - 50%

Hutchison Ports (UK) Limited

2011

Backhaul Network Optimisation

British Telecommunications Plc

2010

Real time scheduling algorithm and tuning of FieldSchedule application

British Telecommunications Plc

67% To develop embedded systems for intelligent process control

Technology STrategy Board

33% To develop embedded systems for intelligent process control

Sanctuary Personnel Ltd

Network Optimisation for NGA and NGN Networks

British Telecommunications Plc

Forecasting Demand for Fibre-based Networks

British Telecommunications Plc

2008

Workforce Dynamics Simulator

British Telecommunications Plc

Contact

edward@essex.ac.uk
+44 (0) 1206 872774

Location:

5A.531, Colchester Campus