Dr Michael Kampouridis
-
Email
mkampo@essex.ac.uk -
Location
Colchester Campus
-
Academic support hours
Tuesdays 1-2pm (term-time). Zoom Room ID: 92204049527
Profile
Biography
I hold a PhD in Computer Science, which I obtained from the School of Computer Science and Electronic Engineering, University of Essex. I also hold an MSc in Computer Studies, also from the University of Essex, and a BSc in Economic Sciences, from the Department of Economic Sciences from the University of Athens, Greece. Prior appointments before coming to Essex as a Lecturer include a lectureship at the School of Computing at the University of Kent, Research Assistant positions at CSEE in Essex, and research visits to AI-Econ Center, Department of Economics, at National Cheng Chi University of Taiwan. My research focuses on the use of Machine Learning to Business applications, particularly to Finance and Economics. If you are interested in it, please feel free to have a look on my personal website http://kampouridis.net, where I briefly describe my work so far and my future plans. Also, my publications can give you a more detailed idea of the work I have done until now. Outside the University of Essex, I am a member of the IEEE, and the IEEE Computational Intelligence Society. I am also the Chair of the IEEE Computational Finance and Economics Technical Committee. I am also a Fellow of the Higher Education Academy.
Qualifications
-
Postgraduate Certificate in Higher Education University of Kent, (2012)
-
PhD Computer Science University of Essex, (2011)
-
MSc in Computer Studies University of Essex, (2006)
-
BSc in Economics National and Kapodistrian University of Athens, (2005)
Appointments
University of Essex
-
Lecturer, School of Computer Science and Electronic Engineering, University of Essex (1/4/2020 - present)
Other academic
-
Lecturer, School of Computing, University of Kent (1/9/2012 - 31/3/2020)
-
Research Assistant, School of Computer Science and Electronic Engineering, University of Essex (20/11/2010 - 31/7/2012)
Research and professional activities
Research interests
Applications of machine learning to finance
Financial forecasting & algorithmic trading
Weather derivatives
Evolutionary algorithms
Teaching and supervision
Current teaching responsibilities
-
Advanced Programming (CE303)
-
Quantitative Methods in Finance and Trading (CF962)
-
Introduction to Financial Market Analysis (CF961)
Publications
Journal articles (14)
Brabazon, A., Kampouridis, M. and O’Neill, M., (2020). Applications of genetic programming to finance and economics: past, present, future. Genetic Programming and Evolvable Machines. 21 (1-2), 33-53
Cramer, S., Kampouridis, M., Freitas, AA. and Alexandridis, A., (2019). Stochastic model genetic programming: Deriving pricing equations for rainfall weather derivatives. Swarm and Evolutionary Computation. 46, 184-200
Cramer, S., Kampouridis, M. and Freitas, AA., (2018). Decomposition genetic programming: An extensive evaluation on rainfall prediction in the context of weather derivatives. Applied Soft Computing. 70, 208-224
Cramer, S., Kampouridis, M., Freitas, AA. and Alexandridis, AK., (2017). An extensive evaluation of seven machine learning methods for rainfall prediction in weather derivatives. Expert Systems with Applications. 85, 169-181
Alexandridis, AK., Kampouridis, M. and Cramer, S., (2017). A comparison of wavelet networks and genetic programming in the context of temperature derivatives. International Journal of Forecasting. 33 (1), 21-47
Kampouridis, M. and Otero, FEB., (2017). Heuristic procedures for improving the predictability of a genetic programming financial forecasting algorithm. Soft Computing. 21 (2), 295-310
Kampouridis, M. and Otero, FEB., (2017). Evolving trading strategies using directional changes. Expert Systems with Applications. 73, 145-160
Vastardis, N., Kampouridis, M. and Yang, K., (2016). A user behaviour-driven smart-home gateway for energy management. Journal of Ambient Intelligence and Smart Environments. 8 (6), 583-602
Brabazon, A. and Kampouridis, M., (2016). Foreword: special issue on computational finance and economics. Evolutionary Intelligence. 9 (4), 111-112
Kim, Y-H., Kattan, A., Kampouridis, M. and Yoon, Y., (2016). Discrete Dynamics in Evolutionary Computation and Its Applications. Discrete Dynamics in Nature and Society. 2016, 1-2
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), 225-246
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), 530-541
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), 1250060-1250060
Kampouridis, M., Chen, S-H. and Tsang, E., (2012). Market fraction hypothesis: A proposed test. International Review of Financial Analysis. 23, 41-54
Books (4)
Sim, K., Kaufmann, P., Ascheid, G., Bacardit, J., Cagnoni, S., Cotta, C., D’Andreagiovanni, F., Divina, F., Esparcia-Alcázar, AI., Vega, FFD., Glette, K., Hubert, J., Hidalgo, JI., Iacca, G., Kampouridis, M., Kramer, O., Mavrovouniotis, M., Mora García, AM., Nguyen, TT., Otero, F., Schaefer, R., Silva, S., Tonda, A., Urquhart, N. and Zhang, M., (2018). Preface. 9783319775371
Squillero, G., Sim, K., Ascheid, G., Bacardit, J., Brabazon, A., Burelli, P., Cagnoni, S., Coler, M., Cotta, C., D’Andreagiovanni, F., Divina, F., Esparcia-Alcázar, AI., de Vega, FF., Glette, K., Haasdijk, E., Heinerman, J., Hidalgo, JI., Hu, T., Iacca, G., Kampouridis, M., Kaufmann, P., Mavrovouniotis, M., Mora Garcia, AM., Schaefer, R., Silva, S., Tarantino, E., Nguyen, TT., Tonda, A., Urquhart, N. and Zhang, M., (2017). Preface. 9783319558486
Squillero, G., Bacardit, J., Cagnoni, S., Falco, ID., Divina, F., Esparcia-Alcázar, AI., Glette, K., Hidalgo, JI., Kampouridis, M., Mavrovouniotis, M., Nguyen, TT., Sim, K., Urquhart, N., Burelli, P., Brabazon, A., Cotta, C., Cioppa, AD., Eiben, AE., De Vega, FF., Haasdijk, E., Hu, T., Kaufmann, P., Mora Garcia, AM., Schaefer, R., Tarantino, E. and Zhang, M., (2016). Preface. 9783319311524
Squillero, G., Bacardit, J., Cagnoni, S., De Falco, I., Divina, F., Esparcia-Alcázar, AI., Glette, K., Hidalgo, JI., Kampouridis, M., Mavrovouniotis, M., Nguyen, TT., Sim, K., Urquhart, N., Burelli, P., Brabazon, A., Cotta, C., Cioppa, AD., Eiben, AE., de Vega, FF., Haasdijk, E., Hu, T., Kaufmann, P., Garcia, AMM., Schaefer, R., Tarantino, E. and Zhang, M., (2016). Preface. 9783319312033
Book chapters (1)
Kampouridis, M., Chen, S-H. and Tsang, E., (2011). Market Microstructure: A Self-Organizing Map Approach to Investigate Behavior Dynamics under an Evolutionary Environment. In: Natural Computing in Computational Finance. Editors: . Springer Berlin Heidelberg. 181- 197. 9783642233357
Conferences (32)
Adegboye, A., Kampouridis, M. and Johnson, CG., (2017). Regression genetic programming for estimating trend end in foreign exchange market
Kampouridis, M., Adegboye, A. and Johnson, C., (2017). Evolving Directional Changes Trading Strategies with a New Event-Based Indicator
Cramer, S., Kampouridis, M., Freitas, AA. and Alexandridis, AK., (2017). Pricing Rainfall Based Futures Using Genetic Programming
Cramer, S., Kampouridis, M. and Freitas, AA., (2016). Feature engineering for improving financial derivatives-based rainfall prediction
Cramer, S., Kampouridis, M. and Freitas, A., (2016). A Genetic Decomposition Algorithm for Predicting Rainfall within Financial Weather Derivatives
Squillero, G., Burelli, P., Bacardit, J., Brabazon, A., Cagnoni, S., Cotta, C., Falco, ID., Cioppa, AD., Divina, F., Eiben, AE., Esparcia-Alcàza, AI., de Vega, FF., Glette, K., Haasdijk, E., Hidalgo, JI., Hu, T., Kampouridis, M., Kaufmann, P., Mavrovouniotis, M., Mora García, AM., Nguyen, TT., Schaefer, R., Sim, K., Tarantino, E., Urquhart, N. and Zhang, M., (2016). Applications of evolutionary computation: 19th European conference, Evoapplications 2016 Porto, Portugal, March 30 – April 1, 2016 proceedings, part II
(2016). Applications of Evolutionary Computation
Cramer, S., Kampouridis, M., Freitas, AA. and Alexandridis, A., (2015). Predicting Rainfall in the Context of Rainfall Derivatives Using Genetic Programming
Cramer, S. and Kampouridis, M., (2015). Optimising the deployment of fibre optics using Guided Local Search
Gypteau, J., Otero, FEB. and Kampouridis, M., (2015). Generating Directional Change Based Trading Strategies with Genetic Programming
(2015). Applications of Evolutionary Computation
Shao, M., Smonou, D., Kampouridis, M. and Tsang, E., (2014). Guided Fast Local Search for speeding up a financial forecasting algorithm
Aluko, B., Smonou, D., Kampouridis, M. and Tsang, E., (2014). Combining different meta-heuristics to improve the predictability of a Financial Forecasting algorithm
Kattan, A., Kampouridis, M. and Agapitos, A., (2014). Generalisation Enhancement via Input Space Transformation: A GP Approach
Otero, FEB. and Kampouridis, M., (2014). A Comparative Study on the Use of Classification Algorithms in Financial Forecasting
Kattan, A., Kampouridis, M., Ong, Y-S. and Mehamdi, K., (2014). Transformation of input space using statistical moments: EA-based approach
Brookhouse, J., Otero, FEB. and Kampouridis, M., (2014). Working with OpenCL to speed up a genetic programming financial forecasting algorithm
Smonou, D., Kampouridis, M. and Tsang, E., (2013). Metaheuristics application on a financial forecasting problem
Shaghaghi, AR., Glover, T., Kampouridis, M. and Tsang, E., (2013). Guided Local Search for Optimal GPON/FTTP Network Design
Alexandiris, AK. and Kampouridis, M., (2013). Temperature Forecasting in the Concept of Weather Derivatives: A Comparison between Wavelet Networks and Genetic Programming
Kampouridis, M. and Sim, KM., (2013). A GP approach for price-speed optimizing negotiation
Kampouridis, M. and Otero, FEB., (2013). Using Attribute Construction to Improve the Predictability of a GP Financial Forecasting Algorithm
Kampouridis, M., (2013). An initial investigation of choice function hyper-heuristics for the problem of financial forecasting
Alsheddy, A. and Kampouridis, M., (2012). Off-line parameter tuning for Guided Local Search using Genetic Programming
Kampouridis, M., Glover, T., Shaghaghi, AR. and Tsang, E., (2012). Using a genetic algorithm as a decision support tool for the deployment of Fiber Optic Networks
Kampouridis, M. and Tsang, E., (2011). Using Hyperheuristics under a GP Framework for Financial Forecasting
Kampouridis, M., Chen, S-H. and Tsang, E., (2011). Market Microstructure: Can Dinosaurs Return? A Self-Organizing Map Approach under an Evolutionary Framework
Kampouridis, M., Chen, S-H. and Tsang, E., (2011). Investigating the effect of different GP algorithms on the non-stationary behavior of financial markets
Chen, S-H., Kampouridis, M. and Tsang, E., (2011). Microstructure Dynamics and Agent-Based Financial Markets
Kampouridis, M., Chen, S-H. and Tsang, E., (2010). Testing the Dinosaur Hypothesis under Empirical Datasets
Kampouridis, M. and Tsang, E., (2010). EDDIE for investment opportunities forecasting: Extending the search space of the GP
Kampouridis, M., Chen, S-H. and Tsang, E., (2010). Testing the Dinosaur Hypothesis under different GP algorithms
Grants and funding
2020
Can data mining analyse financial and behavioural information gathered through survey questions
Dom Education Limited
Contact
Academic support hours:
Tuesdays 1-2pm (term-time). Zoom Room ID: 92204049527