Artificial Intelligence in Financial Markets

Dr Christian L. Dunis is a Founding Partner of Acanto Research, where he is responsible for global risk and new products. He is also Emeritus Professor of Banking and Finance at Liverpool John Moores University where he directed the Centre for International Banking, Economics and Finance (CIBEF) from February 1999 through to August 2011. Christian holds a MSc and a Superior Studies Diploma in International Economics, and a PhD in Economics from the University of Paris. Dr Peter W. Middleton completed his PhD at the University of Liverpool. His working experience is in Asset Management and he has published numerous articles on Financial Forecasting of Commodity spreads and Equity time series. Dr Andreas Karathanasopoulos studied for his MSc and Phd at Liverpool John Moores University under the supervision of Professor Christian Dunis. His working experience is academic having taught at Ulster University, London Metropolitan University and the University of East London. He is currently Associate Professor at the American University of Beirut and has published over 30 articles and one book in the area of artificial intelligence. Dr Konstantinos Theofilatos completed his MSc and PhD in the University of Patras Greece. His research interests include computational intelligence, financial time series forecasting and trading, bioinformatics, data mining and web technologies. He has published 27 publications in scientific peer reviewed journals and over 30 articles in conference proceedings.

1. A Review of Applications of Artificial Intelligence in Financial Domain.- SECTION I: Financial Forecasting and Trading.- 2. Trading the FTSE100 Index – ‘Adaptive' Modelling and Optimisation Techniques.- 3. Modelling, Forecasting and Trading the Crack – A Sliding Window Approach to Training Neural Networks.- 4. GEPTrader: A new Standalone Tool for Constructing Trading Strategies with Gene Expression Programming.- SECTION II: ECONOMICS.- 5. Business Intelligence for Decision Making in Economics.- 6. An automated literature analysis on data mining applications to credit risk assessment.- SECTION III: CREDIT RISK ANALYSIS.- 7. Intelligent credit risk decision support: architecture and implementations.- 8. Artificial Intelligence for Islamic Sukuk Rating Predictions.- SECTION IV: PORTFOLIO MANAGEMENT, ANALYSIS AND OPTIMISATION.- 9. Portfolio selection as a multiperiod choice problem under uncertainty: an interation-based approach.- 10. Handling model risk in portfolio selection using a Multi-Objective Genetic Algorithm.- 11. Linear regression versus fuzzy linear regression — does it make a difference in the evaluation of the performance of mutual fund managers?