Selected Publications and Presentations

Book Chapters:

Sonia Schulenburg. Meta-Models of Continuous Learning Artificial Traders. In Esther Bernadó, Martin Butz, and Stwart W. Wilson, editors, Learning Classifier Systems: International Workshops, IWLCS 2006-2007, Lecture Notes in Artificial Intelligence, Springer Verlag, Berlin (to appear 2008).

Maozhen Li, Bin Yu. A QoS Aware Search Engine for Service Discovery using Rough Sets, IEEE Transactions on Systems, Man and Cybernetics – Part C (to appear 2008).

Maozhen Li, Bin Yu, Omer F. Rana and Z. Wang. Grid Services Discovery with Rough Sets, IEEE Transactions on Knowledge and Data Engineering (to appear 2008).

Maozhen Li and Bin Yu, Service Discovery with Rough Sets, in Emmanuel Udoh and Frank Wang (Eds.), Encyclopedia of Grid Computing Technologies and Applications, Information Science Reference (to appear 2008).

Maozhen Li, Bin Yu, and Man Qi, Service Composition with AI Planning, in Junwei Cao (Ed.), Cyberinfrastructure Technologies and Applications, Nova Science Publishers, New York, USA, 2008 (to appear 2008).

Javier G. Marín-Blázquez and Sonia Schulenburg. A Hyper-Heuristic Framework with XCS: Learning to Create Novel Problem-Solving Algorithms Constructed from Simpler Algorithmic Ingredients. In Kovacs, T., Llorà, X., Takadama, K., Lanzi, P.L., Stolzmann, W., & Wilson, S.W. editors, Learning Classifier Systems: International Workshops, IWLCS 2003-2005, volume 4399 of Lecture Notes in Artificial Intelligence, pages 193-218, Springer Verlag, Berlin, 2007.

Maozhen Li, Bin Yu, and Man Qi, PGGA: A Predictable and Grouped Genetic Algorithm for Job Scheduling, Future Generation Computer Systems: The International Journal of Grid Computing: Theory, Methods and Applications, Vol. 22, Issue 5, pages 588-599, Elsevier Science, ISSN 0167-739X, 2007.

Felix Agakov, David Barber. Auxiliary Variational Information Maximization for Dimensionality Reduction. In C. Saunders, M. Grobelnik, S. Gunn, J. Shawe-Taylor (Eds.), Subspace, Latent Structure, and Feature Selection, Lecture Notes in Computer Science 3940, Springer, 2006.

Felix Agakov and David Barber. Kernelized Infomax Clustering. Advances in Neural Information Processing Systems 18, MIT Press, 2006.

David Barber and Felix Agakov. The IM Algorithm: A variational approach to Information Maximization. Advances in Neural Information Processing Systems 16, MIT Press, 2004.

Max Welling, Felix Agakov and Christopher Williams. Extreme Components Analysis. Advances in Neural Information Processing Systems 16, MIT Press, 2004.

Edmund Burke, Emma Hart, Graham Kendall, Jim Newall, Peter Ross and Sonia Schulenburg, Hyper-heuristics: An Emerging Direction in Modern Search Technology. In Fred Glover and Gary Kochenberger, editors, Handbook of Meta-heuristics, chapter 16, pages 457-474, Kluwer 2003.

Christopher Williams and Felix Agakov. Products of Gaussians and Probabilistic Minor Component Analysis.
Neural Computation, Volume 14, No. 5, MIT Press, 2002.

Christopher Williams, Felix Agakov and Stephan Felderhof. Products of Gaussians. Advances in Neural Information Processing Systems 14, MIT Press, 2002.

Schulenburg Sonia and Peter Ross, Explorations in LCS Models of Stock Trading. In Pier Luca Lanzi, Wolfgang Stolzmann, and Stewart W. Wilson, editors, Advances in Learning Classifier Systems, volume 2321 of Lecture Notes in Artificial Intelligence, pages 151-180. Springer-Verlag, Berlin, 2002.

Schulenburg Sonia and Peter Ross. Strength and Money: An LCS Approach to Increasing Returns . In Pier Luca Lanzi, Wolfgang Stolzmann, and Stewart W. Wilson, editors, Advances in Learning Classifier Systems, volume 1996 of Lecture Notes in Artificial Intelligence, pages 114-137. Springer-Verlag, Berlin, 2001.

Sonia Schulenburg and Peter Ross. An Adaptive Agent Based Economic Model. In Pier Luca Lanzi, Wolfgang Stolzmann, and Stewart W. Wilson, editors, Learning Classifier Systems: From Foundations to Applications , volume 1813 of Lecture Notes in Artificial Intelligence , pages 265-284. Springer-Verlag, Berlin, 2000.

Hsien-Sen Hung, Kuoray Whu, Direction finding using ESPRIT with array manifold interpolation, Advanced Signal Processing Algorithms, Architectures, and Implementations II, Proceeding of SPIE Volume:1770, Editor(s): Franklin T. Luk, Nov. 1992.

International Conference Proceedings and Presentations:

Edwin Bonilla, Felix Agakov, Christopher Williams. Kernel Multi-task Learning using Task-specific Features. AISTATS, The Society for Artificial Intelligence and Statistics, 2007.

Sor Ying (Byron) Wong & Sonia Schulenburg. Portfolio allocation using XCS experts in technical analysis, marked conditions and options market. Proceedings of the Tenth International Workshop on Learning Classifier Systems (IWLCS 2007), in association with the conference The Genetic and Evolutionary Computation Conference: GECCO 2007, University College London, London, July 2007.

Matthew Gershoff & Sonia Schulenburg. Collective Behavior Based Hierarchical XCS. Proceedings of the Tenth International Workshop on Learning Classifier Systems (IWLCS 2007), in association with the conference The Genetic and Evolutionary Computation Conference: GECCO 2007, University College London, London, July 2007.

John Cavazos, Christoph Dubach, Felix Agakov, Edwin Bonilla, Michael O'Boyle, Grigoti Fursin, Oliver Temam.
Automatic Performance Model Construction for the Fast Software Exploration of New Hardware Designs.
In Proceedings of International Conference on Compilers, Architecture, and Synthesis for Embedded Systems (CASES), ACM, 2006.

Edwin Bonilla, Christopher Williams, Felix Agakov, John Cavazos, John Thomson, Michael O'Boyle. Predictive Search Distributions. In Proceedings of International Conference on Machine Learning, OmniPress, 2006.

Felix Agakov, Edwin Bonilla, John Cavazos, Bjoern Franke, Grigori Fusin, Michael O'Boyle, John Thomson, Marc Toussaint, Cristopher Williams. Using Machine Learning to Focus Iterative Optimization. In the 4th Annual International Symposium on Code Generation and Optimization, IEEE Comp. Soc., 2006.

Bin Yu, Wenming Guo, Maozhen Li, Yong-Hua Song, Peter Hobson and Man Qi. Service Matchmaking and Discovery with Rough Sets, Proceedings of the 2nd International Conference on Semantics, Knowledge and Grid (SKG), Guilin, China. IEEE Computer Society, Oct.31 – Nov 3, 2006.

Bin Yu and M. Li. RSSM: A Rough Set based Service Matchmaking Algorithm, Proceedings of UK e-Science All Hands Meeting (AHM2006), Nottingham, UK, September 2006.

Maozhen Li, Bin Yu, C. Hang, Y. H. Song, O. F. Rana. Service Matchmaking with Rough Sets. In Proceedings of the 6th IEEE International Symposium on Cluster Computing and the Grid (CCGrid'06), Singapore, May 2006.

Maozhen Li, Bin Yu, and Masoud Rozati. A WSRF based Shopping Cart System. In Proceedings of the European Grid Conference (EGC) 2005, pages 993-1001, Lecture Notes in Computer Science, Springer-Verlag, Amsterdam, The Netherlands, 2005.

Felix Agakov and David Barber. Variational Information Maximization for Neural Coding. In International Conference on Neural Information Processing, Springer, 2004.

Felix Agakov and David Barber. An Auxiliary Variational Method. In International Conference on Neural Information Processing, Springer, 2004.

Felix Agakov and David Barber. Approximate Learning in Temporal Hidden Hopfield Models. In International Conference on Artificial Neural Networks, Springer, 2003.

Peter Ross, Javier G. Marín-Blázquez, Sonia Schulenburg and Emma Hart, Learning a Procedure That Can Solve Hard Bin-Packing Problems: A New GA-Based Approach to Hyper-heurstics. In E. Cantú-Paz, J. A. Foster, K. Deb, D. Davis, R. Roy, U.-M. O'Reilly, H.-G. Beyer, R. Standish, G. Kendall, S. Wilson, M. Harman, J. Wegener, D. Dasgupta, M. A. Potter, A. C. Schultz, K. Dowsland, N. Jonoska and J. Miller, editors, Genetic and Evolutionary Computation - GECCO 2003, volume 2724 of Lecture Notes in Computer Science, pages 1295-1306, Berlin, 2003. Springer-Verlag.

Sonia Schulenburg, Peter Ross, A Learning Evolutionary Trading System: LETS. In Lawrence "David" Davis and Rajkumar Roy, editors, GECCO 2002. Genetic and Evolutionary Computation Conference, Presentations in the Evolutionary Computation in Indistry Track, pages 45-53. New York, NY, July 9-13, 2002.

Peter Ross, Sonia Schulenburg, Javier G. Marín-Blázquez and Emma Hart, Hyper-heurstics: learning to combine simple heuristics in bin-packing problems. In W. B. Langdon, E. Cantú-Paz, K. Mathias, R. Roy, D. Davis, R. Poli, K. Balakrishnan, V. Honavar, G. Rudolph, J. Wegener, L. Bull, M. A. Potter, A. C. Schultz, J. F. Miller, E. Burke and N. Jonoska, editors, GECCO 2002: Proceedings of the Genetic and Evolutionary Computation Conference, pages 942-948, New York NY, 2002. Morgan Kauffmann Publishers. Winner of Best Paper Award at GECCO-02.

Sonia Schulenburg, Peter Ross, Javier G. Marín-Blázquez and Emma Hart, A Hyper-heurstic Approach to Single and Multiple Step Environments in Bin-Packing Problems. Presented at the Fifth International Workshop on Learning Classifier Systems IWLCS 2002, Granada, Spain, September 2002.

Sonia Schulenburg and Peter Ross, Modelling the Behaviour of Financial Traders. In Complex Behaviour in Economics: Modelling, Computing, and Mastering Complexity, conference of the Society for Computational Economics. Special Interest Group on Economic Dynamics. Aix en Provence (Marseilles), France, May 4-6, 2000.

Sonia Schulenburg and Peter Ross, An Evolutionary Approach to Modelling the Behaviours of Financial Traders. In Proceedings of the Genetic and Evolutionary Computation Conference Late Braking Papers Session, GECCO'99, pages 245-253, Orlando, Florida, 1999.

Sonia Schulenburg and Peter Ross, An Agent Based Economic Model. In Proceedings of the United Kingdom Multi Agent Systems Workshop, UKMAS'99, December 1999, Bristol, UK.

Presentations, Seminars and Workshops:

Felix Agakov. Information-Maximization and Conditional Self-Supervised Learning. Presented at Mathematical Foundations of Learning Theory (II) Conference, Paris, France, 2006.

Sonia Schulenburg. Evolving Artificial Traders for Successful Market Trading. Market Microstructure: Equities and Currencies – Minimising Market Impact and Maximising Trading Strategies for Superior Results. Finance IQ (IQPC) Conference, May 2006, London, UK. (Presenter and Chairman of Day 1 of the Conference.)

Felix Agakov. Auxiliary Variational Information Maximization for Dimensionality Reduction. Presented at Subspace, Latent Structure and Feature Selection Techniques: Statistical and Optimisation Perspectives Workshop, London, UK, 2005.

Felix Agakov. Information-Theoretic Clustering in Nonlinear Encoder Models. Presented at Pattern Analysis, Statistical Modeling and Computational Learning (PASCAL) Statistics and Optimization of Clustering Workshop, Bohinj, Slovenia, 2005.

Sonia Schulenburg. Modelling the Behaviour of Financial Traders by Simulated Evolution. AHL Research Group, Man Investments. November 2005, London, UK.

Sonia Schulenburg, panel session with Drago Indjic, Centre for Hedge Fund Research, London Business School: Minimising market impact and avoiding information slippage through algorithmic trading. Algorithmic Trading 2005, Finance IQ (IQPC) Conference, November 2005, London, UK.

Felix Agakov. Gaussian Fields for Approximate Learning in High-Dimensional Temporal Latent Space Models. Presented at the Probabilistic Brain Workshop, Cambridge, UK, 2003.

Sonia Schulenburg. Modelling Real and Artificial Financial Markets. Tutorial Presented at the Genetic and Evolutionary Computation Conference GECCO 2002, New York, July 9-13, 2002.

Sonia Schulenburg. Modelling Trader Behaviour by Simulated Evolution. Equity Trading Department, UBS Warburg, London, U.K. August 2000.

Sonia Schulenburg. Modelling Adaptive Asset Traders in an Artificial Stock Market. Santa Fe Institute, Santa Fe, New Mexico, July 1999.

Others:

Sonia Schulenburg. Level E Limited – Its Roots, its History. SIGEVOlution. Newsletter of the ACM Special Interest Group on Genetic and Evolutionary Computation, Volume 2 Issue 2, 2007.

Felix Agakov and David Barber. Variational Information Maximization in Gaussian Channels. University of Edinburgh, ANC. Technical Report, EDI-INF-RR-0206, 2004.

Felix Agakov and David Barber. An Auxiliary Variational Method. University of Edinburgh, ANC. Technical Report, EDI-INF-RR-0205, 2004.

Felix Agakov and David Barber. Temporal Hidden Hopfield Models. University of Edinburgh, ANC. Technical Report, EDI-INF-RR-0156, 2003.

David Barber and Felix Agakov. Correlated sequence learning in a network of spiking neurons using maximum likelihood. University of Edinburgh, ANC. Technical Report, EDI-INF-RR-0149, 2002.

Christopher Williams and Felix Agakov. An Analysis of Contrastive Divergence Learning in Gaussian Boltzmann Machines. University of Edinburgh, ANC. Technical Report, EDI-INF-RR-0120, 2002.

Christopher Williams and Felix Agakov. Probabilistic Minor Component Analysis. University of Edinburgh, ANC. Technical Report, EDI-INF-RR-0043, 2001.

Schulenburg Sonia. Application of Neural Networks and Genetic Algorithms to Portfolio Optimisation and Stock Price Predictions – PhD Thesis Proposal. Discussion paper No. DP175, School of Artificial Intelligence, University of Edinburgh, 1996.

MSc and PhD Thesis:

PhD Thesis: Kuoray Whu, Time Series Modelling with Relevant Topics in Trading, Department of Mathematics, University of Warwick, 2007.

PhD Thesis: Bin Yu, A Rough Sets based Semantic Service Discovery, Composition and QoS Aware Service Optimisition, Brunel University, 2007.

PhD Thesis: Felix Agakov. Variational Information Maximization in Stochastic Environments. PhD Thesis, School of Informatics, The University of Edinburgh, UK, 2005.

PhD Thesis: Sonia Schulenburg. Can Learning Classifier Systems Represent Competent Traders? - The Stock Markets Trading Case. Doctor of Philosophy, Artificial Intelligence Applications Institute, Division of Informatics, University of Edinburgh, July 2003.

MSc Thesis: Bin Yu, Automatically Building Client/Server Applications with Web Services, Brunel University, 2003.

MSc Thesis: Kuoray Whu, Wavelet-Based Extended Kalman Filter Neural Networks with Applications in Trading, Financial Mathematics Program, University of Warwick, 2002.

MSc Thesis: Anna Agakova (Kouzmina). Independent Components Analysis for Blind Source Separation. Master's thesis, Department of Informatics, Chair of Multimedia Communications and Signal Processing, University of Erlangen-Nuremberg, Germany, 2001.

MSc Thesis: Felix Agakov. Investigations of Gaussian Products-of-Experts Models. Master's Thesis, Best Dissertation in AI, Division of Informatics, The University of Edinburgh, UK, 2000.

BEng Thesis: Schulenburg Sonia and Thomas MacCarthy. Predicción de Precios de Acciones Bursátiles Utilizando Redes Neuronales. Instituto Tecnológico Autónomo de México, ITAM, México, D.F. June 1995. (In Spanish, 148 pages.)

BEng, BSc, MSc Supervisions at Edinburgh University by Sonia Schulenburg:

Mattew Gershoff, MSc (summa cum laude), An Investigation of HXCS Traders, School of Informatics, University of Edinburgh, 2006.

Sor Ying (Byron) Wong, BSc (summa cum laude), Artificial Intelligence and Software Engineering, Allocating wealth between risky and risk-free investments using multiple XCS experts in technical analysis, market conditions and options market, School of Informatics, University of Edinburgh, 2007.

Abu Tajwer, MSc in Computer Science, Evolving Trading Rules Using Multi-Agent XCS Environment, School of Informatics, University of Edinburgh, 2007.

Mark Robson, Diploma, An Investigation of Global Market Interaction using Coupled Classifier Systems and Intra-Day Price Data, School of Informatics, University of Edinburgh, 2006.

Jackson Pauls, BEng (summa cum laude) in Artificial Intelligence and Software Engineering, Pigs and People, School of Informatics, University of Edinburgh, 2000.