Computational Modelling Group

Prof. Frank McGroarty

Position
Professor
Institution
Management (FBL)
Webpage
http://www.management.soton.ac.uk/people/details.php?Name=FrankMcGroarty
E-mail
F.J.MCGROARTY@soton.ac.uk
Contact
Complete this online contact form to contact Frank.

Frank's team members

Ash Booth
Postgraduate Research Student, Electronics and Computer Science (FPAS)
Alvaro Perez-Diaz
Postgraduate Research Student, Engineering Sciences (FEE)
Bob De Caux
Postgraduate Research Student, Electronics and Computer Science (FPAS)

Joint projects with...

Enrico Gerding
None, None

Research Groups

Institute for Complex Systems Simulations (ICSS)

University of Southampton

Projects

Agent-Based Modelling of High Frequency Traders

With Enrico Gerding (Investigator), Alvaro Perez-Diaz

Automated Algorithmic Trading with Intelligent Execution

With Enrico Gerding (Investigator), Ash Booth

Automated Trading with Performance Weighted Random Forests and Seasonality

With Enrico Gerding (Investigator), Ash Booth

CRISIS – Complexity Research Initiative for Systemic InstabilitieS

With Bob De Caux

Evolving Resilience to Leverage Based Crashes

With Enrico Gerding (Investigator), Ash Booth

It takes all sorts: the mathematics of people’s behaviour in financial markets

With Valerio Restocchi (Investigator), Enrico Gerding

Self Interest & the Evolutionary Optimisation of Adaptive Trading Agents for Continuous Double Auctions

With Enrico Gerding (Investigator), Ash Booth