Computation
and Islamic Finance
Special Interest Group
University of
York
About us
We share research interests in the application of
computational approaches to Islamic finance.
Members
Dr
Dimitar Kazakov
Senior Lecturer
Department of Computer Science
Amer Alzaidi
PhD student
Department of Computer Science
Matthew
Butler
PhD student
Department of Computer Science
Dr
Sonia Mazzi
Lecturer
Department of Mathematics
Research Areas
Machine learning of macroeconomic models – Artificial Intelligence
trading tools – Financial forecasting and risk management –
Intelligent agents for Islamic banking and e-commerce – Integrated agent
platforms for ethical Tawarruq
Publications
M. Butler and D. Kazakov. (2012). Testing Implications of the Adaptive Market Hypothesis via Computational Intelligence. Proceedings of IEEE Computational Intelligence for Financial Engineering and Economics (CIFEr). New York (Best student paper award).
M. Butler and D. Kazakov. (2012). A Learning Adaptive Bollinger Band System. Proceedings of IEEE Computational Intelligence for Financial Engineering and Economics (CIFEr). New York (to appear).
A. Alzaidi and D. Kazakov. (2012). Earn more, Stay legal: Novel Multi-agent Support for Islamic Banking. Proc. of the 10th International Conference on Practical Applications of Agents and Multi-Agent Systems (PAAMS 2012). Salamanca, Spain. (to appear).
M. Butler and D.
Kazakov. (2011). The Effects of Variable Stationarity
in a Financial Time-Series on Artificial Neural Networks. In Proceedings of IEEE CIFEr 2011, Paris,
France.
A. Alzaidi
and D. Kazakov. (2011). Equation Discovery for Financial
Forecasting in the Context of Islamic Banking. In the
Proceedings of The Eleventh IASTED International Conference on Artificial
Intelligence and Applications (AIA 2011). Innsbruck, Austria.
Matthew Butler and Dimitar Kazakov. (2010). Modelling
the Behaviour of the Stock Market with an Artificial
Immune System. Proceedings of IEEE CEC, Barcelona, Spain.
Matthew Butler and Dimitar Kazakov. (2010). Optimizing
Bollinger Bands via Particle Swarm Optimization. Proceedings
of ANTS - 7th Int'l Conference on Swarm Intelligence, Brussels, Belgium.
Amer Alzaidi, Dimitar
Kazakov. (2009), Artificial Intelligence for Islamic Banking, J, of Muamalat and Islamic Finance Research (JMIFR)
Dimitar Kazakov and Tsvetomira Tsenova. (2009). Equation Discovery for
Macroeconomic Modelling. International
Conference on Agents and Artificial Intelligence, Porto, Portugal. [pdf]
Amer Alzaidi and Dimitar Kazakov. (2008).
Designing a Supply Chain Management Approach for Islamic Banking Using
Reinforcement Learning with Multi-Agents Technology. The
Saudi International Innovation Conference, Leeds, SIIC.
Amer Alzaidi, Dimitar
Kazakov. (2007). Learnable Agents for e-Commerce, IADIS, Portugal
Mazzi,
S, L¿land A. (2007). Long term simulation of oil
prices. Report number: SAMBA/18/07.
Last updated: 20 April 2012