曾炳均 Edward Tsang Profile

• 香港中文大学工商管理 ( 财务 ) 学士• 英国 Essex 电脑博士• 人工智能应用• 约束满足• 优化• 智能应用于财务、经济

– Founder, IEEE CFETC, Co-founder, CCFEA and CIC

• Technologies: heuristic search, evolutionary computation, data mining

Constraint Satisfaction & Optimization

• Core technologies for transportation optimization – Guided Local Search

was used in ILOG Solver’s vehicle routing package, Dispatcher.

– BT: work force scheduling problem.

– Honda: Multi-objective optimization

Sponsors: BT, Honda Europe

Computational Finance & Economics

• Advanced computer science applied to finance– More than using spreadsheets or computerisation of

accounting systems

• Research at Essex:– Forecasting– Automated Bargaining (game theory)– Economic Wind-tunnel testing (market design)

• Affiliated Centre: Centre for Computational Finance & Economic Agents (CCFEA)– Supported by City Associates, incl. HSBC

Sponsors: Sharescope, BT

Research Profile, Edward Tsang

Application Technology

Finite Choices Decision Support, e.g. Assignment, Scheduling, Routing

Constraint Satisfaction, Optimisation, Heuristic Search (Guided Local Search)

Financial Forecasting Genetic Programming

Automated Bargaining Genetic Programming

Wind Tunnel Testing for designing markets and finding winning strategies

Mathematical Modelling, Machine Learning, Experimental Design

Portfolio Optimisation Multi-objectives Optimisation

Business Applications of Artificial Intelligence

Supplementary Information

Edward Tsang

Current Activities – Edward Tsang

Current Projects:• EDDIE for Forecasting – towards more complex trading strategies

• Automated bargaining – finding Nash equilibrium strategies

• Artificial markets – conditions for stylised facts

• Credit cards market – designing bank strategies and Government policies

• Market-based scheduling – for BT work force scheduling

• Evolving middlemen strategies – for simple supply chains (BT sponsored)

• Chance discovery – data mining for scarce opportunities

• Port automated – vehicles scheduling

• Multi-objective optimisation – for Honda’s industrial design

• Portfolio optimisation by heuristic search

Constraint Satisfaction & Optimisation Computational FinanceResearch Groups:

Affiliations: Professor Deputy Director

Background, Edward Tsang

Education:• BSc in Business Administration, Chinese University of Hong Kong• MSc, PhD in Computer Science, University of Essex

Commonwealth Secretariat

Past employments:

Consultancy:

Selected external positions:• Editorialship, including:

– IEEE Transactions on Evolutionary Computation – Journal of Scheduling – CONSTRAINTS

• Chair, IEEE Computational Finance and Economics Technical Committee, 2004 & 2005

• Co-chair, IEEE Taskforce on Portfolio Optimisation, 2006-

Foundations of Constraint Satisfaction

• First book to define the scope of constraint satisfaction – Published 1993

• Arguably the most rigorous book in constraint satisfaction

• All major concepts defined in First Order Predicate Calculus– Precise, unambiguous– Little room for error