Post on 03-Jan-2016
曾炳均 Edward Tsang Profile
• 香港中文大学工商管理 ( 财务 ) 学士• 英国 Essex 电脑博士• 人工智能应用• 约束满足• 优化• 智能应用于财务、经济
– Founder, IEEE CFETC, Co-founder, CCFEA and CIC
• Technologies: heuristic search, evolutionary computation, data mining
Constraint Satisfaction & Optimization
• Core technologies for transportation optimization – Guided Local Search
was used in ILOG Solver’s vehicle routing package, Dispatcher.
– BT: work force scheduling problem.
– Honda: Multi-objective optimization
Sponsors: BT, Honda Europe
Computational Finance & Economics
• Advanced computer science applied to finance– More than using spreadsheets or computerisation of
accounting systems
• Research at Essex:– Forecasting– Automated Bargaining (game theory)– Economic Wind-tunnel testing (market design)
• Affiliated Centre: Centre for Computational Finance & Economic Agents (CCFEA)– Supported by City Associates, incl. HSBC
Sponsors: Sharescope, BT
Research Profile, Edward Tsang
Application Technology
Finite Choices Decision Support, e.g. Assignment, Scheduling, Routing
Constraint Satisfaction, Optimisation, Heuristic Search (Guided Local Search)
Financial Forecasting Genetic Programming
Automated Bargaining Genetic Programming
Wind Tunnel Testing for designing markets and finding winning strategies
Mathematical Modelling, Machine Learning, Experimental Design
Portfolio Optimisation Multi-objectives Optimisation
Business Applications of Artificial Intelligence
Current Activities – Edward Tsang
Current Projects:• EDDIE for Forecasting – towards more complex trading strategies
• Automated bargaining – finding Nash equilibrium strategies
• Artificial markets – conditions for stylised facts
• Credit cards market – designing bank strategies and Government policies
• Market-based scheduling – for BT work force scheduling
• Evolving middlemen strategies – for simple supply chains (BT sponsored)
• Chance discovery – data mining for scarce opportunities
• Port automated – vehicles scheduling
• Multi-objective optimisation – for Honda’s industrial design
• Portfolio optimisation by heuristic search
Constraint Satisfaction & Optimisation Computational FinanceResearch Groups:
Affiliations: Professor Deputy Director
Background, Edward Tsang
Education:• BSc in Business Administration, Chinese University of Hong Kong• MSc, PhD in Computer Science, University of Essex
Commonwealth Secretariat
Past employments:
Consultancy:
Selected external positions:• Editorialship, including:
– IEEE Transactions on Evolutionary Computation – Journal of Scheduling – CONSTRAINTS
• Chair, IEEE Computational Finance and Economics Technical Committee, 2004 & 2005
• Co-chair, IEEE Taskforce on Portfolio Optimisation, 2006-