Computational Modelling Group

Ash Booth

Postgraduate Research Student
Electronics and Computer Science (FPAS)
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Currently I am enrolled in the DTC Complex Systems Simulation programme at the Institute for Complex Systems Simulation specialising in the study and development of automated algorithmic trading systems.

Previous work focussed using artificial evolution and agent-based modelling to explore market structures and trading strategies that give rise to the stable market dynamics. We used tools from game theory, complexity science and behavioural finance in order to build agent based simulations that gave accurate insights into the key conditions that regulate market stability.

At Present, my research explores the development and study of automated algorithmic trading systems that encapsulate: indicator tracking to determine trade initiation and closeout; portfolio risk management; and algorithmic trade execution. Such quantitative trading strategies attempt to gain an edge by finding trends or indicators from historical data. We do this using time series analysis, artificial intelligence and machine learning to isolate useful information from the mass of available data. We develop these automated systems with the aim of studying the interaction between them and other (human) traders.

My research is funded by the EPSRC.

Further information about me and my research can be found at:

Research Interests

Socio-technological System simulation: Economic Networks, Social and Socio-economic Systems

Algorithms and computational methods: Agents, Artificial Neural Networks, Classification, Evolutionary Algorithms, Game Theory, Machine learning, Optimisation, statistical analysis

Visualisation and data handling software: Pylab, Visual Python

Software Engineering Tools: Eclipse

Programming languages and libraries: C, C++, Mathematica, Python, R

Computational platforms: Iridis, Linux, Lyceum, Mac OS X, Windows

Transdisciplinary tags: Complex Systems, Computer Science, Digital Economy, Economics

Working with...

Enrico Gerding
None, None
Frank McGroarty
Professor, Management (FBL)
Jason Noble
Research Fellow, Electronics and Computer Science (FPAS)

Research Groups