Financial engineering

Tshilidzi Marwala, Evan Hurwitz

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review


Financial engineering has grown with the advent of computing and this growth has accelerated in the last decade with the advances in artificial intelligence (AI). This chapter explores how subjects such as evolution, deep learning and big data are changing the effectiveness of quantitative finance. This chapter explores the problem of estimating HIV risk, simulating the stock market using multi-agent systems, applying control systems for inflation targeting and factor analysis. The results demonstrate that AI improves the estimation of HIV risk, makes stock markets homogeneous and efficient, is a good basis for building models that target inflation and enhances the identification of factors that drive inflation.

Original languageEnglish
Title of host publicationAdvanced Information and Knowledge Processing
PublisherSpringer London
Number of pages12
Publication statusPublished - 2017

Publication series

NameAdvanced Information and Knowledge Processing
ISSN (Print)1610-3947
ISSN (Electronic)2197-8441

ASJC Scopus subject areas

  • Management Information Systems
  • Information Systems
  • Information Systems and Management
  • Artificial Intelligence


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