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