Edward P. K. Tsang

ORCID

Publication Activity (10 Years)

Years Active: 1986-2022
Publications (10 Years): 16

Top Venues

Algorithms

CIFEr

Intell. Syst. Account. Finance Manag.

SSCI

University of Essex, UK (PHD)

Education History

University of Essex, UK

PHD

Publications

Shengnan Li, Edward P. K. Tsang, John O'Hara
Measuring relative volatility in high-frequency data under the directional change approach. Intell. Syst. Account. Finance Manag. 29 (2) (2022)
Jun Chen, Edward P. K. Tsang
Tacking Regime Changes in the Markets. CIFEr (2019)
Venkata L. Raju Chinthalapati, Edward P. K. Tsang
Special Issue on Algorithms in Computational Finance. Algorithms 12 (4) (2019)
Jialong Shi, Qingfu Zhang, Edward P. K. Tsang
EB-GLS: an improved guided local search based on the big valley structure. Memetic Comput. 10 (3) (2018)
Faiyaz Doctor, Edgar Galván López, Edward P. K. Tsang
Guest Editorial Special Issue on Data-Driven Computational Intelligence for e-Governance, Socio-Political, and Economic Systems. IEEE Trans. Emerg. Top. Comput. Intell. 2 (3) (2018)
Amer Bakhach, Venkata L. Raju Chinthalapati, Edward P. K. Tsang, Abdul Rahman El Sayed
Intelligent Dynamic Backlash Agent: A Trading Strategy Based on the Directional Change Framework. Algorithms 11 (11) (2018)
Edward P. K. Tsang, Jun Chen
Regime Change Detection Using Directional Change Indicators in the Foreign Exchange Market to Chart Brexit. IEEE Trans. Emerg. Top. Comput. Intell. 2 (3) (2018)
Jun Chen, Edward P. K. Tsang
Classification of Normal and Abnormal Regimes in Financial Markets. Algorithms 11 (12) (2018)
Amer Bakhach, Edward P. K. Tsang, Venkata L. Raju Chinthalapati
TSFDC: A trading strategy based on forecasting directional change. Intell. Syst. Account. Finance Manag. 25 (3) (2018)
Ailun Ye, Venkata L. Raju Chinthalapati, Antoaneta Serguieva, Edward P. K. Tsang
Developing sustainable trading strategies using directional changes with high frequency data. IEEE BigData (2017)
Edward P. K. Tsang
Directional Changes: A New Way to Look at Price Dynamics. CICBA (1) (2017)
Monira Essa Aloud, Maria Fasli, Edward P. K. Tsang, Alexander Dupuis, Richard Olsen
Modeling the High-Frequency FX Market: An Agent-Based Approach. Comput. Intell. 33 (4) (2017)
Jialong Shi, Qingfu Zhang, Edward P. K. Tsang
EB-GLS: An Improved Guided Local Search Based on the Big Valley Structure. CoRR (2017)
Jun Chen, Edward P. K. Tsang
Constructing a bellwether theory: Regime change detection using directional change. CEEC (2017)
Amer Bakhach, Edward P. K. Tsang, Wing Lon Ng, Venkata L. Raju Chinthalapati
Backlash Agent: A trading strategy based on Directional Change. SSCI (2016)
Amer Bakhach, Edward P. K. Tsang, Hamid Reza Jalalian
Forecasting directional changes in the FX markets. SSCI (2016)
Ahmad Alhindi, Qingfu Zhang, Edward P. K. Tsang
Hybridisation of decomposition and GRASP for combinatorial multiobjective optimisation. UKCI (2014)
Babatunde Aluko, Dafni Smonou, Michael Kampouridis, Edward P. K. Tsang
Combining different meta-heuristics to improve the predictability of a Financial Forecasting algorithm. CIFEr (2014)
Pu Wang, Ke Tang, Thomas Weise, Edward P. K. Tsang, Xin Yao
Multiobjective genetic programming for maximizing ROC performance. Neurocomputing 125 (2014)
Ming Shao, Dafni Smonou, Michael Kampouridis, Edward P. K. Tsang
Guided Fast Local Search for speeding up a financial forecasting algorithm. CIFEr (2014)
Dario Bernardo, Hani Hagras, Edward P. K. Tsang
A genetic type-2 fuzzy logic based system for the generation of summarised linguistic predictive models for financial applications. Soft Comput. 17 (12) (2013)
Dario Bernardo, Hani Hagras, Edward P. K. Tsang
A Genetic Type-2 fuzzy logic based system for financial applications modelling and prediction. FUZZ-IEEE (2013)
Michael Kampouridis, Abdullah Alsheddy, Edward P. K. Tsang
On the investigation of hyper-heuristics on a financial forecasting problem. Ann. Math. Artif. Intell. 68 (4) (2013)
Dafni Smonou, Michael Kampouridis, Edward P. K. Tsang
Metaheuristics application on a financial forecasting problem. IEEE Congress on Evolutionary Computation (2013)
Michael Kampouridis, Edward P. K. Tsang
Investment Opportunities Forecasting: Extending the Grammar of a GP-based Tool. Int. J. Comput. Intell. Syst. 5 (3) (2012)
Michael Kampouridis, Tim Glover, Ali Rais Shaghaghi, Edward P. K. Tsang
Using a genetic algorithm as a decision support tool for the deployment of Fiber Optic Networks. IEEE Congress on Evolutionary Computation (2012)
Dario Bernardo, Hani Hagras, Edward P. K. Tsang
An interval type-2 Fuzzy Logic based system for model generation and summarization of arbitrage opportunities in stock markets. UKCI (2012)
Dario Bernardo, Hani Hagras, Edward P. K. Tsang
An Interval Type-2 Fuzzy Logic System for the Modeling and Prediction of Financial Applications. AIS (2012)
Monira Essa Aloud, Edward P. K. Tsang, Alexandre Dupuis, Richard Olsen
Minimal agent-based model for the origin of trading activity in Foreign exchange market. CIFEr (2011)
Biliana Alexandrova-Kabadjova, Edward P. K. Tsang, Andreas Krause
Profit-Maximizing Strategies for an Artificial Payment Card Market. Is Learning Possible? J. Intell. Learn. Syst. Appl. 3 (2A) (2011)
Abdullah Alsheddy, Edward P. K. Tsang
Empowerment scheduling for a field workforce. J. Sched. 14 (6) (2011)
Nanlin Jin, Edward P. K. Tsang
Bargaining strategies designed by evolutionary algorithms. Appl. Soft Comput. 11 (8) (2011)
Hassan Rashidi, Edward P. K. Tsang
A complete and an incomplete algorithm for automated guided vehicle scheduling in container terminals. Comput. Math. Appl. 61 (3) (2011)
Michael Kampouridis, Edward P. K. Tsang
Using Hyperheuristics under a GP Framework for Financial Forecasting. LION (2011)
Biliana Alexandrova-Kabadjova, Edward P. K. Tsang, Andreas Krause
Market structure and information in payment card markets. Int. J. Autom. Comput. 8 (3) (2011)
Pu Wang, Ke Tang, Edward P. K. Tsang, Xin Yao
A Memetic Genetic Programming with decision tree-based local search for classification problems. IEEE Congress on Evolutionary Computation (2011)
Biliana Alexandrova-Kabadjova, Edward P. K. Tsang, Andreas Krause
Competition is Bad for Consumers: Analysis of an Artificial Payment Card Market. J. Adv. Comput. Intell. Intell. Informatics 15 (2) (2011)
Michael Kampouridis, Shu-Heng Chen, Edward P. K. Tsang
Investigating the effect of different GP algorithms on the non-stationary behavior of financial markets. CIFEr (2011)
Michael Kampouridis, Shu-Heng Chen, Edward P. K. Tsang
Market Microstructure: Can Dinosaurs Return? A Self-Organizing Map Approach under an Evolutionary Framework. EvoApplications (2) (2011)
Michael Kampouridis, Shu-Heng Chen, Edward P. K. Tsang
Testing the Dinosaur Hypothesis under Empirical Datasets. PPSN (2) (2010)
Yossi Borenstein, Nazaraf Shah, Edward P. K. Tsang, Raphaël Dorne, Abdullah Alsheddy, Christos Voudouris
On the partitioning of dynamic workforce scheduling problems. J. Sched. 13 (4) (2010)
Michael Kampouridis, Edward P. K. Tsang
EDDIE for investment opportunities forecasting: Extending the search space of the GP. IEEE Congress on Evolutionary Computation (2010)
Edward P. K. Tsang
Applying Computational Intelligence: How to Create Value (Kordon, A.K.; 2010) [Book Review]. IEEE Comput. Intell. Mag. 5 (2) (2010)
Edward P. K. Tsang
Constraint-Directed Search in Computational Finance and Economics. CP (2010)
Qingfu Zhang, Hui Li, Dietmar Maringer, Edward P. K. Tsang
MOEA/D with NBI-style Tchebycheff approach for portfolio management. IEEE Congress on Evolutionary Computation (2010)
Abdullah Alsheddy, Edward P. K. Tsang
Guided Pareto Local Search based frameworks for biobjective optimization. IEEE Congress on Evolutionary Computation (2010)
Pu Wang, Edward P. K. Tsang, Thomas Weise, Ke Tang, Xin Yao
Using GP to evolve decision rules for classification in financial data sets. IEEE ICCI (2010)
Qingfu Zhang, Wudong Liu, Edward P. K. Tsang, Botond Virginas
Expensive Multiobjective Optimization by MOEA/D With Gaussian Process Model. IEEE Trans. Evol. Comput. 14 (3) (2010)
Shu-Heng Chen, Michael Kampouridis, Edward P. K. Tsang
Microstructure Dynamics and Agent-Based Financial Markets. MABS (2010)
Edward P. K. Tsang
Evolutionary Computation in Finance Forecasting. IJCCI (2009)
Nazaraf Shah, Edward P. K. Tsang, Yossi Borenstein, Raphaël Dorne, Anne Liret, Christos Voudouris
Intelligent Agent Based Workforce Empowerment. KES-AMSTA (2009)
Serafín Martínez-Jaramillo, Edward P. K. Tsang
An Heterogeneous, Endogenous and Coevolutionary GP-Based Financial Market. IEEE Trans. Evol. Comput. 13 (1) (2009)
Wudong Liu, Qingfu Zhang, Edward P. K. Tsang, Botond Virginas
Fuzzy clustering based Gaussian Process Model for large training set and its application in expensive evolutionary optimization. IEEE Congress on Evolutionary Computation (2009)
Antoaneta Serguieva, Guglielmo Maria Caporale, Edward P. K. Tsang, Ronald R. Yager
Risk analysis in complex systems: intelligent systems in finance. Intell. Syst. Account. Finance Manag. 16 (1-2) (2009)
Edward P. K. Tsang, Pedro Isasi
Editorial Special Issue: Computational Finance and Economics. IEEE Trans. Evol. Comput. 13 (1) (2009)
Edward P. K. Tsang
Forecasting - where computational intelligence meets the stock market. Frontiers Comput. Sci. China 3 (1) (2009)
Yossi Borenstein, Abdullah Alsheddy, Edward P. K. Tsang, Nazaraf Shah
The degree of dynamism for workforce scheduling problem with stochastic task duration. GECCO (Companion) (2009)
Nanlin Jin, Edward P. K. Tsang, Jin Li
A constraint-guided method with evolutionary algorithms for economic problems. Appl. Soft Comput. 9 (3) (2009)
Edward P. K. Tsang, Timothy Gosling, Botond Virginas, Christos Voudouris, Gilbert Owusu, Wudong Liu
Retractable contract network for empowerment in workforce scheduling. Multiagent Grid Syst. 4 (1) (2008)
Wudong Liu, Qingfu Zhang, Edward P. K. Tsang, Botond Virginas
Tchebycheff approximation in Gaussian Process model composition for multi-objective expensive black box. IEEE Congress on Evolutionary Computation (2008)
Alma Lilia García-Almanza, Edward P. K. Tsang
Evolving decision rules to predict investment opportunities. Int. J. Autom. Comput. 5 (1) (2008)
Abdulwahed M. Abbas, Edward P. K. Tsang, Ahmad H. Nasri
DEPICT: A high-level formal language for modeling constraint satisfaction problems. Int. J. Autom. Comput. 5 (2) (2008)
Yossi Borenstein, Nazaraf Shah, Edward P. K. Tsang, Raphaël Dorne, Abdullah Alsheddy, Christos Voudouris
On the partitioning of dynamic scheduling problems -: assigning technicians to areas. GECCO (2008)
Edward P. K. Tsang
Computational intelligence determines effective rationality. Int. J. Autom. Comput. 5 (1) (2008)
Botond Virginas, Marian Florin Ursu, Edward P. K. Tsang, Gilbert Owusu, Christos Voudouris
Intelligent Resource Exchanges: Solutions and Pathways in a Workforce Allocation Problem. J. Univers. Comput. Sci. 14 (14) (2008)
Aimin Zhou, Qingfu Zhang, Yaochu Jin, Bernhard Sendhoff, Edward P. K. Tsang
Global multiobjective optimization via estimation of distribution algorithm with biased initialization and crossover. GECCO (2007)
Wudong Liu, Qingfu Zhang, Edward P. K. Tsang, Cao Liu, Botond Virginas
On the Performance of Metamodel Assisted MOEA/D. ISICA (2007)
Edward P. K. Tsang, John A. Ford, Patrick Mills, Richard Bradwell, Richard Williams, Paul Scott
Towards a practical engineering tool for rostering. Ann. Oper. Res. 155 (1) (2007)
Qingfu Zhang, Jianyong Sun, Gaoxi Xiao, Edward P. K. Tsang
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 37 (1) (2007)
Qingfu Zhang, Jianyong Sun, Edward P. K. Tsang
Combinations of estimation of distribution algorithms and other techniques. Int. J. Autom. Comput. 4 (3) (2007)
Alma Lilia García-Almanza, Edward P. K. Tsang
Detection of stock price movements using chance discovery and genetic programming. Int. J. Knowl. Based Intell. Eng. Syst. 11 (5) (2007)
Botond Virginas, Marian Florin Ursu, Edward P. K. Tsang, Gilbert Owusu, Christos Voudouris
Intelligent Resource Allocation-Solutions and Pathways in a Workforce Planning Problem. KES-AMSTA (2007)
Alma Lilia García-Almanza, Edward P. K. Tsang
Repository method to suit different investment strategies. IEEE Congress on Evolutionary Computation (2007)
Biliana Alexandrova-Kabadjova, Andreas Krause, Edward P. K. Tsang
An Agent-Based Model of Interactions in the Payment Card Market. IDEAL (2007)
Alma Lilia García-Almanza, Edward P. K. Tsang
Simplifying Decision Trees Learned by Genetic Programming. IEEE Congress on Evolutionary Computation (2006)
Aimin Zhou, Yaochu Jin, Qingfu Zhang, Bernhard Sendhoff, Edward P. K. Tsang
Combining Model-based and Genetics-based Offspring Generation for Multi-objective Optimization Using a Convergence Criterion. IEEE Congress on Evolutionary Computation (2006)
Abdulwahed M. Abbas, Edward P. K. Tsang, Ahmad H. Nasri
DEPICT: A High-Level Formal Language For Modeling Constraint Satisfaction Problems. AICCSA (2006)
Aimin Zhou, Qingfu Zhang, Yaochu Jin, Bernhard Sendhoff, Edward P. K. Tsang
Modelling the Population Distribution in Multi-objective Optimization by Generative Topographic Mapping. PPSN (2006)
Edward P. K. Tsang
Wind-Tunnel Testing for strategy and market design. ISDA (1) (2006)
Edward P. K. Tsang, Nanlin Jin
Incentive Method to Handle Constraints in Evolutionary Algorithms with a Case Study. EuroGP (2006)
Nanlin Jin, Edward P. K. Tsang
Co-adaptive Strategies for Sequential Bargaining Problems with Discount Factors and Outside Options. IEEE Congress on Evolutionary Computation (2006)
Aimin Zhou, Yaochu Jin, Qingfu Zhang, Bernhard Sendhoff, Edward P. K. Tsang
Prediction-Based Population Re-initialization for Evolutionary Dynamic Multi-objective Optimization. EMO (2006)
Alma Lilia García-Almanza, Edward P. K. Tsang
The Repository Method for Chance Discovery in Financial Forecasting. KES (3) (2006)
Timothy Gosling, Edward P. K. Tsang
Tackling the Simple Supply Chain Model. IEEE Congress on Evolutionary Computation (2006)
Timothy Gosling, Nanlin Jin, Edward P. K. Tsang
Population based incremental learning with guided mutation versus genetic algorithms: iterated prisoners dilemma. Congress on Evolutionary Computation (2005)
Jianyong Sun, Qingfu Zhang, Edward P. K. Tsang
DE/EDA: A new evolutionary algorithm for global optimization. Inf. Sci. 169 (3-4) (2005)
Aimin Zhou, Qingfu Zhang, Yaochu Jin, Edward P. K. Tsang, Tatsuya Okabe
A model-based evolutionary algorithm for bi-objective optimization. Congress on Evolutionary Computation (2005)
Nanlin Jin, Edward P. K. Tsang
Co-evolutionary Strategies for an Alternating-Offer Bargaining Problem. CIG (2005)
Qingfu Zhang, Jianyong Sun, Edward P. K. Tsang
An evolutionary algorithm with guided mutation for the maximum clique problem. IEEE Trans. Evol. Comput. 9 (2) (2005)
Nanlin Jin, Edward P. K. Tsang
Relative Fitness and Absolute Fitness for Co-evolutionary Systems. EuroGP (2005)
Abdulwahed M. Abbas, Edward P. K. Tsang
Software engineering aspects of constraint-based timetabling - a case study. Inf. Softw. Technol. 46 (6) (2004)
Edward P. K. Tsang, Paul Yung, Jin Li
EDDIE-Automation, a decision support tool for financial forecasting. Decis. Support Syst. 37 (4) (2004)
Hui Li, Qingfu Zhang, Edward P. K. Tsang, John A. Ford
Hybrid Estimation of Distribution Algorithm for Multiobjective Knapsack Problem. EvoCOP (2004)
Edward P. K. Tsang
Constraint Based Scheduling: Applying Constraint Programming to Scheduling Problems. J. Sched. 6 (4) (2003)
Patrick Mills, Edward P. K. Tsang, John A. Ford
Applying an Extended Guided Local Search to the Quadratic Assignment Problem. Ann. Oper. Res. 118 (1-4) (2003)
Dongbing Gu, Huosheng Hu, Jeff Reynolds, Edward P. K. Tsang
GA-based learning in behaviour based robotics. CIRA (2003)
James E. Borrett, Edward P. K. Tsang
A Context for Constraint Satisfaction Problem Formulation Selection. Constraints An Int. J. 6 (4) (2001)
T. L. Lau, Edward P. K. Tsang
Guided Genetic Algorithm and its Application to Radio Link Frequency Assignment Problems. Constraints An Int. J. 6 (4) (2001)
Abdulwahed M. Abbas, Edward P. K. Tsang
Constraint-Based Timetabling-A Case Study. AICCSA (2001)
Edward P. K. Tsang, Jin Li
Combining Ordinal Financial Predictions with Genetic Programming. IDEAL (2000)

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Publication Activity (10 Years)

Top Topics

Top Venues

Edward P. K. Tsang