Edward P. K. Tsang

Orcid: 0000-0002-8380-3209

Affiliations:
  • University of Essex, Centre for Computational Finance and Econimic Agents


According to our database1, Edward P. K. Tsang authored at least 134 papers between 1986 and 2022.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2022
Measuring relative volatility in high-frequency data under the directional change approach.
Intell. Syst. Account. Finance Manag., 2022

2019
Special Issue on Algorithms in Computational Finance.
Algorithms, 2019

Tacking Regime Changes in the Markets.
Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2019

2018
Guided Local Search.
Proceedings of the Handbook of Heuristics., 2018

Regime Change Detection Using Directional Change Indicators in the Foreign Exchange Market to Chart Brexit.
IEEE Trans. Emerg. Top. Comput. Intell., 2018

Guest Editorial Special Issue on Data-Driven Computational Intelligence for e-Governance, Socio-Political, and Economic Systems.
IEEE Trans. Emerg. Top. Comput. Intell., 2018

EB-GLS: an improved guided local search based on the big valley structure.
Memetic Comput., 2018

TSFDC: A trading strategy based on forecasting directional change.
Intell. Syst. Account. Finance Manag., 2018

Classification of Normal and Abnormal Regimes in Financial Markets.
Algorithms, 2018

Intelligent Dynamic Backlash Agent: A Trading Strategy Based on the Directional Change Framework.
Algorithms, 2018

2017
Modeling the High-Frequency FX Market: An Agent-Based Approach.
Comput. Intell., 2017

Directional Changes: A New Way to Look at Price Dynamics.
Proceedings of the Computational Intelligence, Communications, and Business Analytics, 2017

Constructing a bellwether theory: Regime change detection using directional change.
Proceedings of the 2017 9th Computer Science and Electronic Engineering Conference, 2017

Developing sustainable trading strategies using directional changes with high frequency data.
Proceedings of the 2017 IEEE International Conference on Big Data (IEEE BigData 2017), 2017

2016
Backlash Agent: A trading strategy based on Directional Change.
Proceedings of the 2016 IEEE Symposium Series on Computational Intelligence, 2016

Forecasting directional changes in the FX markets.
Proceedings of the 2016 IEEE Symposium Series on Computational Intelligence, 2016

2014
Multiobjective genetic programming for maximizing ROC performance.
Neurocomputing, 2014

Hybridisation of decomposition and GRASP for combinatorial multiobjective optimisation.
Proceedings of the 14th UK Workshop on Computational Intelligence, 2014

Guided Fast Local Search for speeding up a financial forecasting algorithm.
Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014

Combining different meta-heuristics to improve the predictability of a Financial Forecasting algorithm.
Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014

2013
A genetic type-2 fuzzy logic based system for the generation of summarised linguistic predictive models for financial applications.
Soft Comput., 2013

On the investigation of hyper-heuristics on a financial forecasting problem.
Ann. Math. Artif. Intell., 2013

A Genetic Type-2 fuzzy logic based system for financial applications modelling and prediction.
Proceedings of the FUZZ-IEEE 2013, 2013

Metaheuristics application on a financial forecasting problem.
Proceedings of the IEEE Congress on Evolutionary Computation, 2013

2012
Market Microstructure: A Self-Organizing Map Approach to Investigate Behavior Dynamics under an Evolutionary Environment.
Proceedings of the Natural Computing in Computational Finance - Volume 4, 2012

Investment Opportunities Forecasting: Extending the Grammar of a GP-based Tool.
Int. J. Comput. Intell. Syst., 2012

An interval type-2 Fuzzy Logic based system for model generation and summarization of arbitrage opportunities in stock markets.
Proceedings of the 12th UK Workshop on Computational Intelligence, 2012

Using a genetic algorithm as a decision support tool for the deployment of Fiber Optic Networks.
Proceedings of the IEEE Congress on Evolutionary Computation, 2012

An Interval Type-2 Fuzzy Logic System for the Modeling and Prediction of Financial Applications.
Proceedings of the Autonomous and Intelligent Systems - Third International Conference, 2012

2011
Empowerment scheduling for a field workforce.
J. Sched., 2011

Profit-Maximizing Strategies for an Artificial Payment Card Market. Is Learning Possible?
J. Intell. Learn. Syst. Appl., 2011

Competition is Bad for Consumers: Analysis of an Artificial Payment Card Market.
J. Adv. Comput. Intell. Intell. Informatics, 2011

Market structure and information in payment card markets.
Int. J. Autom. Comput., 2011

A complete and an incomplete algorithm for automated guided vehicle scheduling in container terminals.
Comput. Math. Appl., 2011

Bargaining strategies designed by evolutionary algorithms.
Appl. Soft Comput., 2011

Using Hyperheuristics under a GP Framework for Financial Forecasting.
Proceedings of the Learning and Intelligent Optimization - 5th International Conference, 2011

Market Microstructure: Can Dinosaurs Return? A Self-Organizing Map Approach under an Evolutionary Framework.
Proceedings of the Applications of Evolutionary Computation, 2011

Investigating the effect of different GP algorithms on the non-stationary behavior of financial markets.
Proceedings of the 2011 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2011

Minimal agent-based model for the origin of trading activity in Foreign exchange market.
Proceedings of the 2011 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2011

A Memetic Genetic Programming with decision tree-based local search for classification problems.
Proceedings of the IEEE Congress on Evolutionary Computation, 2011

2010
Expensive Multiobjective Optimization by MOEA/D With Gaussian Process Model.
IEEE Trans. Evol. Comput., 2010

On the partitioning of dynamic workforce scheduling problems.
J. Sched., 2010

Applying Computational Intelligence: How to Create Value (Kordon, A.K.; 2010) [Book Review].
IEEE Comput. Intell. Mag., 2010

Testing the Dinosaur Hypothesis under Empirical Datasets.
Proceedings of the Parallel Problem Solving from Nature, 2010

Microstructure Dynamics and Agent-Based Financial Markets.
Proceedings of the Multi-Agent-Based Simulation XI - International Workshop, 2010

Constraint-Directed Search in Computational Finance and Economics.
Proceedings of the Principles and Practice of Constraint Programming - CP 2010, 2010

MOEA/D with NBI-style Tchebycheff approach for portfolio management.
Proceedings of the IEEE Congress on Evolutionary Computation, 2010

EDDIE for investment opportunities forecasting: Extending the search space of the GP.
Proceedings of the IEEE Congress on Evolutionary Computation, 2010

Guided Pareto Local Search based frameworks for biobjective optimization.
Proceedings of the IEEE Congress on Evolutionary Computation, 2010

Using GP to evolve decision rules for classification in financial data sets.
Proceedings of the 9th IEEE International Conference on Cognitive Informatics, 2010

2009
Editorial Special Issue: Computational Finance and Economics.
IEEE Trans. Evol. Comput., 2009

An Heterogeneous, Endogenous and Coevolutionary GP-Based Financial Market.
IEEE Trans. Evol. Comput., 2009

Risk analysis in complex systems: intelligent systems in finance.
Intell. Syst. Account. Finance Manag., 2009

Forecasting - where computational intelligence meets the stock market.
Frontiers Comput. Sci. China, 2009

A constraint-guided method with evolutionary algorithms for economic problems.
Appl. Soft Comput., 2009

Intelligent Agent Based Workforce Empowerment.
Proceedings of the Agent and Multi-Agent Systems: Technologies and Applications, 2009

Evolutionary Computation in Finance Forecasting.
Proceedings of the IJCCI 2009, 2009

The degree of dynamism for workforce scheduling problem with stochastic task duration.
Proceedings of the Genetic and Evolutionary Computation Conference, 2009

Fuzzy clustering based Gaussian Process Model for large training set and its application in expensive evolutionary optimization.
Proceedings of the IEEE Congress on Evolutionary Computation, 2009

2008
Evolutionary Learning of the Optimal Pricing Strategy in an Artificial Payment Card Market.
Proceedings of the Natural Computing in Computational Finance, 2008

Retractable contract network for empowerment in workforce scheduling.
Multiagent Grid Syst., 2008

Intelligent Resource Exchanges: Solutions and Pathways in a Workforce Allocation Problem.
J. Univers. Comput. Sci., 2008

Computational intelligence determines effective rationality.
Int. J. Autom. Comput., 2008

Evolving decision rules to predict investment opportunities.
Int. J. Autom. Comput., 2008

DEPICT: A high-level formal language for modeling constraint satisfaction problems.
Int. J. Autom. Comput., 2008

On the partitioning of dynamic scheduling problems -: assigning technicians to areas.
Proceedings of the Genetic and Evolutionary Computation Conference, 2008

Tchebycheff approximation in Gaussian Process model composition for multi-objective expensive black box.
Proceedings of the IEEE Congress on Evolutionary Computation, 2008

Modeling Regularity to Improve Scalability of Model-Based Multiobjective Optimization Algorithms.
Proceedings of the Multiobjective Problem Solving from Nature, 2008

2007
Evolutionary Algorithms Refining a Heuristic: A Hybrid Method for Shared-Path Protections in WDM Networks Under SRLG Constraints.
IEEE Trans. Syst. Man Cybern. Part B, 2007

Detection of stock price movements using chance discovery and genetic programming.
Int. J. Knowl. Based Intell. Eng. Syst., 2007

Combinations of estimation of distribution algorithms and other techniques.
Int. J. Autom. Comput., 2007

Towards a practical engineering tool for rostering.
Ann. Oper. Res., 2007

Intelligent Resource Allocation-Solutions and Pathways in a Workforce Planning Problem.
Proceedings of the Agent and Multi-Agent Systems: Technologies and Applications, 2007

On the Performance of Metamodel Assisted MOEA/D.
Proceedings of the Advances in Computation and Intelligence, 2007

An Agent-Based Model of Interactions in the Payment Card Market.
Proceedings of the Intelligent Data Engineering and Automated Learning, 2007

Global multiobjective optimization via estimation of distribution algorithm with biased initialization and crossover.
Proceedings of the Genetic and Evolutionary Computation Conference, 2007

Prediction-Based Population Re-initialization for Evolutionary Dynamic Multi-objective Optimization.
Proceedings of the Evolutionary Multi-Criterion Optimization, 4th International Conference, 2007

Repository method to suit different investment strategies.
Proceedings of the IEEE Congress on Evolutionary Computation, 2007

2006
Local Search Methods.
Proceedings of the Handbook of Constraint Programming, 2006

Modelling the Population Distribution in Multi-objective Optimization by Generative Topographic Mapping.
Proceedings of the Parallel Problem Solving from Nature, 2006

The Repository Method for Chance Discovery in Financial Forecasting.
Proceedings of the Knowledge-Based Intelligent Information and Engineering Systems, 2006

Wind-Tunnel Testing for strategy and market design.
Proceedings of the Sixth International Conference on Intelligent Systems Design and Applications (ISDA 2006), 2006

Incentive Method to Handle Constraints in Evolutionary Algorithms with a Case Study.
Proceedings of the Genetic Programming, 9th European Conference, 2006

Combining Model-based and Genetics-based Offspring Generation for Multi-objective Optimization Using a Convergence Criterion.
Proceedings of the IEEE International Conference on Evolutionary Computation, 2006

Co-adaptive Strategies for Sequential Bargaining Problems with Discount Factors and Outside Options.
Proceedings of the IEEE International Conference on Evolutionary Computation, 2006

Tackling the Simple Supply Chain Model.
Proceedings of the IEEE International Conference on Evolutionary Computation, 2006

Simplifying Decision Trees Learned by Genetic Programming.
Proceedings of the IEEE International Conference on Evolutionary Computation, 2006

Estimation of Distribution Algorithm with 2-opt Local Search for the Quadratic Assignment Problem.
Proceedings of the Towards a New Evolutionary Computation, 2006

2005
An evolutionary algorithm with guided mutation for the maximum clique problem.
IEEE Trans. Evol. Comput., 2005

DE/EDA: A new evolutionary algorithm for global optimization.
Inf. Sci., 2005

Relative Fitness and Absolute Fitness for Co-evolutionary Systems.
Proceedings of the Genetic Programming, 8th European Conference, 2005

Co-evolutionary Strategies for an Alternating-Offer Bargaining Problem.
Proceedings of the 2005 IEEE Symposium on Computational Intelligence and Games (CIG05), 2005

A model-based evolutionary algorithm for bi-objective optimization.
Proceedings of the IEEE Congress on Evolutionary Computation, 2005

Population based incremental learning with guided mutation versus genetic algorithms: iterated prisoners dilemma.
Proceedings of the IEEE Congress on Evolutionary Computation, 2005

2004
Software engineering aspects of constraint-based timetabling - a case study.
Inf. Softw. Technol., 2004

EDDIE-Automation, a decision support tool for financial forecasting.
Decis. Support Syst., 2004

Hybrid Estimation of Distribution Algorithm for Multiobjective Knapsack Problem.
Proceedings of the Evolutionary Computation in Combinatorial Optimization, 2004

2003
Constraint Based Scheduling: Applying Constraint Programming to Scheduling Problems.
J. Sched., 2003

Applying an Extended Guided Local Search to the Quadratic Assignment Problem.
Ann. Oper. Res., 2003

GA-based learning in behaviour based robotics.
Proceedings of the IEEE International Symposium on Computational Intelligence in Robotics and Automation: Computational Intelligence in Robotics and Automation for the New Millennium, 2003

Guided Local Search.
Proceedings of the Handbook of Metaheuristics, 2003

2001
Guided Genetic Algorithm and its Application to Radio Link Frequency Assignment Problems.
Constraints An Int. J., 2001

A Context for Constraint Satisfaction Problem Formulation Selection.
Constraints An Int. J., 2001

Constraint-Based Timetabling-A Case Study.
Proceedings of the 2001 ACS / IEEE International Conference on Computer Systems and Applications (AICCSA 2001), 2001

2000
Guided Local Search for Solving SAT and Weighted MAX-SAT Problems.
J. Autom. Reason., 2000

Combining Ordinal Financial Predictions with Genetic Programming.
Proceedings of the Intelligent Data Engineering and Automated Learning, 2000

1999
Guided local search and its application to the traveling salesman problem.
Eur. J. Oper. Res., 1999

A Glimpse of Constraint Satisfaction.
Artif. Intell. Rev., 1999

Improving Technical Analysis Predictions: An Application of Genetic Programming.
Proceedings of the Twelfth International Florida Artificial Intelligence Research Society Conference, 1999

Investment decision making using FGP: a case study.
Proceedings of the 1999 Congress on Evolutionary Computation, 1999

1998
EDDIE Beats the Bookies.
Softw. Pract. Exp., 1998

Predicting Phase Transitions of Binary Constraint Satisfaction Problems with Constraint Graph Information.
Intell. Data Anal., 1998

Spatio-temporal Conflict Detection and Resolution.
Constraints An Int. J., 1998

No more "Partial" and "Full Looking Ahead".
Artif. Intell., 1998

The guided genetic algorithm and its application to the generalized assignment problem.
Proceedings of the Tenth IEEE International Conference on Tools with Artificial Intelligence, 1998

Solving large processor configuration problems with the guided genetic algorithm.
Proceedings of the Tenth IEEE International Conference on Tools with Artificial Intelligence, 1998

Guided local search joins the elite in discrete optimisation.
Proceedings of the Constraint Programming and Large Scale Discrete Optimization, 1998

1997
Fast local search and guided local search and their application to British Telecom's workforce scheduling problem.
Oper. Res. Lett., 1997

Solving the Processor Configuration Problems with a Mutation-Based Genetic Algorithm.
Int. J. Artif. Intell. Tools, 1997

1996
Applying a Mutation-based Genetic Algorithm to Processor Configuration Problems.
Proceedings of the Eigth International Conference on Tools with Artificial Intelligence, 1996

Minimal Forward Checking with Backmarking and Conflict-Directed Backjumping.
Proceedings of the Eigth International Conference on Tools with Artificial Intelligence, 1996

Predicting Phase Transitions of Binary CSPs with Constraint Graph Information.
Proceedings of the 12th European Conference on Artificial Intelligence, 1996

Adaptive Constraint Satisfaction: The Quickest First Principle.
Proceedings of the 12th European Conference on Artificial Intelligence, 1996

1995
Tackling Car Sequencing Problems Using a Generic Genetic Algorithm Strategy.
Evol. Comput., 1995

Systematic Versus Stochastic Constraint Satisfaction.
Proceedings of the Fourteenth International Joint Conference on Artificial Intelligence, 1995

1994
Using a genetic algorithm to tackle the processors configuration problem.
Proceedings of the 1994 ACM Symposium on Applied Computing, 1994

GENET: A Connectionist Architecture for Solving Constraint Satisfaction Problems by Iterative Improvement.
Proceedings of the 12th National Conference on Artificial Intelligence, Seattle, WA, USA, July 31, 1994

1993
Foundations of constraint satisfaction.
Computation in cognitive science, Academic Press, ISBN: 978-0-12-701610-8, 1993

1990
Applying Genetic Algorithms to Constraint Satisfaction Optimization Problems.
Proceedings of the 9th European Conference on Artificial Intelligence, 1990

1988
Elements in Temporal Reasoning in Planning.
Proceedings of the 8th European Conference on Artificial Intelligence, 1988

1987
Planning in a temporal frame : A Partial World Description approach.
PhD thesis, 1987

Time Structures for AI.
Proceedings of the 10th International Joint Conference on Artificial Intelligence. Milan, 1987

The Consistent Labeling Problem in Temporal Reasoning.
Proceedings of the 6th National Conference on Artificial Intelligence. Seattle, 1987

1986
Plan Generation in a Temporal Frame.
Proceedings of the Advances in Artificial Intelligence II, 1986


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