Mr Ismail Mohamed
- ADR-Miner: An Ant-based Data Reduction Algorithm for ClassificationInstance selection with ant colony optimization, IM Anwar, KM Salama, AM Abdelbar - Procedia Computer Science, 2015
- ADR-Miner: An ant-based data reduction algorithm for classification IM Anwar, KM Salama, AM Abdelbar - Evolutionary Computation (CEC), 2015 IEEE Congress …, 2015
- Data reduction for classification with ant colony algorithms KM Salama, AM Abdelbar, IM Anwar - Intelligent Data Analysis, 2016
PhD Project Summary
Electronic trading across exchanges first appeared on the scene with the introduction of measures that allow traders to submit buy and sell orders electronically in the shadow of the 1987 crash in the U.S. In the mid 1990s, the introduction of completely electronic exchanges heralded the birth of algorithmic trading: traders started using algorithms to embody trading strategies and submit orders directly to these exchanges. Trading via algorithms grew exponentially with the increasing adoption of electronic exchanges, accounting for a significant portion of all traders being executed globally by the early 2000s. Trading algorithms started using computational intelligence metaheuristics by the late 1990s, starting with genetic algorithms. Although particle swarm intelligence has shown a performance edge over metaheuristics such as genetic algorithms in terms of operational efficiency, they have seen little adoption within the space of market timing: deciding when to buy or sell a given security on an exchange. I am currently pursuing a line of research that would result in the discovery of competent trading strategies through the use of Particle Swarm Optimization. These strategies would be built with components that use varying aspects of financial analysis, and would focus on trading securities on a stock exchange.
I am a member of the following research groups:
My main research interests are algorithmic trading and computational intelligence, in particular methods based on Particle Swarm Optimization (PSO). I am also interested in other computational intelligence metaheuristcs, data mining and big data.