Simulation in Computational Finance and Economics: Tools and Emerging Applications

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Author(s)/Editor(s) Biography

Biliana Alexandrova-Kabadjova obtained her Ph.D. and Master degree in Computational Finance from the Centre for Computational Finance and Economic Agents and the Department of Computer Science in the University of Essex, UK (2007, 2003). She works in the Mexican Central Bank as a payment analyst. Nowadays she is permanent member of the Mexican System of Researchers and she is a Visiting Fellow for the University of Essex. Her main contribution has been built the most advanced model (in terms of complexity and realism) of the payment card market. She has developed a framework under which one can learn regulatory strategies and individual agent can learn business strategies. She has published several refereed journal papers, book chapters and conference papers. She currently is co-editing a book and her main research interests are in retail payments, large value payment systems and in agent-based computational economics.Serafin Martinez-Jaramillo is a senior financial researcher at the financial stability general directorate of Banco de México. He currently works on Financial Stability, Systemic Risk and Financial Networks at Banco de México but he also works on bankruptcy prediction using evolutionary computation techniques. He previously developed an agent based-financial market to study the link between agent behavior and the stylized facts in the financial market prices. Serafin has published several book chapters, encyclopedia entries and papers in high impact international journals. Serafin holds an MSc in Computer Science and a PhD in Computational Finance from the University of Essex where he is currently a visiting fellow. He belongs to the Mexican National Researchers System from 2009.Alma Lilia Garcia-Almanza obtained her Ph.D. and Master degree in Computer Science from the University of Essex, UK (2008, 2004). She works in the Mexican Central Bank as a System Analyst. Nowadays she is Member of the Mexican Researchers System and she has an Award of Title as a Visiting Fellow for the University of Essex. Her research has been focused on financial forecasting; she has created different methods based on Evolutionary Algorithms to deal with rare cases in extremely imbalance datasets by means of the extraction of patterns. She has published her research in numerous articles in international scientific journals and chapters in books.Edward Tsang has a first degree in Business Administration (Major in Finance) and a PhD in Computer Science. He has broad interest in applied artificial intelligence, in particularly computational finance, heuristic search, constraint satisfaction and scheduling. He is currently a Professor in the Department of Computing and Electronic Systems at the University of Essex where he leads the Computational Finance Group and Constraint Satisfaction and Optimization Group. He is the Director of the Centre for Computational Finance and Economic Agents (CCFEA), an interdisciplinary centre which he co-founded in 2002. He chaired the Technical Committee for Computational Finance under the IEEE Computational Intelligence Society in 2004-2005.