In recent times we have seen a revolution in securities trading with large increases in trading volume driven by algorithmic traders who are exploiting technological and procedural developments and using information to have significant and permanent effects on asset prices. This theme examines research questions that must be addressed to allow Grammatical Evolution to be applied to the dynamic environment of trading and also how algorithmic trading methods can be used to minimise trade cost.

This research theme consists of two complementary work packages, WP5 led by Dr. Michael O’Neill and WP6 led by Professor Anthony Brabazon.