Prof. Sheri Markose
Sheri Markose is currently Professor of Economics at the Economics Department, University of Essex, UK. She did her PhD at the London School of Economics in 1987 and started her career as a research fellow (1982-1986) at the London Business School macro-modelling group. She is the founder Director (2003-2009 July) of the Centre For Computational Finance and Economic Agents (CCFEA). At CCFEA, which currently has 60 PhD and Masters students, she helped pioneer a post graduate curriculum in multi-agent based computational modelling for market and policy design. Sheri was the lead researcher on the Foresight Office of Science and Technology 2006 Intelligent Infrastructure Systems project on designing Smart Market Protocols for Road Transport Congestion which involved the pricing of negative externalities. She currently directs research at Essex as part of a €4 million EC Research Training Network which supports work on a simulator of a large scale Multi-Agent Model of Credit Risk Transfer in Banks and Financial Contagion. She has also led the development of other large scale simulators: for pricing negative environmental externalities, the design of hybrid systems to complement the RTGS for large value payments in the UK (joint with researchers at the Bank of England) and full digital rebuilds of the London Stock Exchange Electronic Limit Order Book, SETS. Sheri has addressed the Prime Minister Strategy Unit on the use of multi-agent models for market and policy design and continues to be involved in propagating these ideas at a number of workshops organized by central banks, practitioners and academics.
Her other modeling and research interests include the study of e-money and cashlessness, regime switching in macro-finance and financial modeling under extreme non-Gaussian events which resulted in the notion of an extreme economic value at risk (E-EVaR) for risk management. Her longstanding research interest and contributions to the Gödelian formal mathematics of incompleteness and non-computability has enabled her to develop a theory of markets as complex adaptive systems and Nash equilibria in which strategic innovation and surprises occur (see, recent Special Issues in the Economic Journal, 2005, and the Journal of Economic Dynamics and Control, Spring 2007).
Dr. Simone Giansante
Simone Giansante has a Ph.D in Computational Economics from the Centre for Computational Finance and Economic Agents (CCFEA), University of Essex, UK. His research topic is focused on monetary economics applications of evolutionary learning using Agent-Based Simulations and genetic algorithms. He is a Research Fellow at the Department of Economic Policy, Finance and Development (DEPFID) and also the coordinator of Laboratory for the Simulation of Complex Socio-Economic Systems (LabSEC) at the University of Siena (Italy), Center for Complex Systems Studies (CSC). Since receiving his M.A.(Laurea) in Economics from "G.d'Annunzio" University in 2003, he has been collaborating with Prof. Domenico Parisi at Laboratory of Autonomous Robotics and Artificial Life (LARAL) in Rome , Institute of Cognitive Science and Technologies - National Research Council (ISTC-CNR). He has published articles in international journals about Monetary Economics and Network Formation applying Computational Economics techniques. Simone has also been one of the organizers of the III Italian Workshop of Artificial Life (WIVA3) which toke place in Siena (12-15 September 2006).
Ali Rais Shaghaghi
Ali Rais Shaghaghi is a Ph.D. student at the Center for Computational Finance and Economics Agents (University of Essex).He has a M.Sc. in Digital Communications Networks and has substantial experience in various fields of information technology and system development. His research interests include Agent-based computational economics modeling, learning and computational intelligence in finance and economics, evolutionary computations and portfolio optimization and algorithmic trading. Ali has joined the COMISEF team at CCFEA and is involved in the development and implementation of digital model ling of financial contagion
Mateusz Gątkowski
Mateusz has Master degree in Quantitative Methods and Information Systems from Warsaw School of Economics and Master of Research from European University Institute in Florence. He holds also a Master's in Management degree from Community of European Management Schools (CEMS MIM) with Bocconi University. He's joined the COMISEF team and works on his Ph.D within the topic of Credit Risk Transfer and Systemic Risk Implications. Mateusz has substantial business background including, inter alia, consulting positions with Andersen Business Consulting and The Boston Consulting Group, he's been also an IT system analyst.He is also a mountain-lover with summits like Mont Blanc, Elbrus and numerous trips in the Alps, the Tien-Shan on the list.
Azeem Malik
Azeem is a Ph.D student at CCFEA. He has a Master of Business Administration (MBA) degree from Edinburgh Business School (Heriot-Watt University) and MSc in Financial Markets with Information Systems from London Guildhall University. His research interests include: high frequency finance, market microstructure, trading algorithms and strategies, real-time systems, portfolio optimisation, and asset pricing. Azeem is a holder of the right to use the Chartered Alternative Investment Analyst designation. He is a quantitative analyst for Legal and General.
Amadeo Alentorn
Amadeo has a Ph.D in Computational Finance from CCFEA. He is currently Head of Quantitative Research of Old Mutual Asset Management, UK. Amadeo has a Masters in Computer Science (with Distinction) from the University of Essex. His research interests are in financial forecasting, genetic programming and real time trading. He has worked on applying generalized extreme value density functions to option pricing and risk management. He successfully defended his PhD thesis, "Option Pricing with the Generalized Extreme Value Distribution and Applications", in December 2006.