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Matthew Butler 4th Year PhD Candidate - Computer Science Member of the Artificial Intelligence Research Group AIG Home Page Faculty of Computer Science University of York Supervisor Meeting Log (Authentication Required) Research Log (Authentication Required) E-mail: mbutler @ cs. york. ac. uk http://www-users.cs.york.ac.uk/~mbutler/

Edinburgh Zoo I am the one wearing black

I grew up in Bedford, Nova Scotia, Canada and attended Dalhousie University for my undergraduate degree in Finance. After finishing my degree I embarked on a two year trip where I lived and worked in Scotland and Australia. I was living in Edinburgh Scotland for 1.5 years where I worked for HSBC in their personal banking division. From there it was on to Sydney Australia to work for the Hubb Financial Group a developer for trading and investment analysis software. This was my first introduction to computer programming and the inspiration for my research in Machine Learning. I completed my Masters of Electronic Commerce at Dalhousie University in 2009 and my thesis title was "An Artificial Intelligence Approach to Financial Forecasting using Improved Data Representation, Multi-objective Optimization, and Text Mining". I am currently a 3rd year PhD Candidate at the University of York in York England. My current research is with the Artificial Intelligence Group and is focused on Financial Modeling with the aid of artificial intelligence techniques.

Research interests: Artificial Intelligence Data Mining Financial Modeling Algorithmic Trading Swarm Intelligence Adaptive Market Hypothesis Supervisor - Dr. Dimitar Kazakov

Previous conferences and presentations: 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics - New York, NY Adaptive Bollinger Bands and Variable Characteristics of the Stock Market - UCD, Dublin Ireland - April 5th, 2011 2011 IEEE Symposium on Computational Intelligence for Financial Engineering & Economics - Paris, France IEEE World Congress on Computational Intelligence 2010 - Barcelona, Spain ANTS 2010 - 7th International Conference on Swarm Intelligence - Brussels, Belgium Artificial Immune Systems and Financial Forecasting - Dalhousie University, July 7th, 2010 22nd Canadian Conference on Artificial Intelligence - Kelowna, Canada ACM Genetic and Evolutonary Compuatation Confernce (GECCO) 2009 - Montreal, Canada

Teaching Experience

NLP - Natural Language Processing (University of York) - Summer 2012

ARIN - Artificial Intelligence (University of York) - Spring 2012, Summer 2012

SKIL - Skills Knowledge and Independent Learning (University of York) - Autumn 2010, Spring 2011, Autumn 2011, Spring 2012

MIP - Mathematics for Information Processing (University of York) - Autumn 2010

LPA - Logic Programming & Artificial Intelligence (University of York) - Spring 2010, Summer 2010, Spring 2011

ECMM 6014 - Data Mining for Electronic Commerce (Dalhousie University) - Fall 2008

Publications

Journal Papers

1. S. Mazzi and M. Butler: Dynamic risk analysis with incomplete information in an adaptive market (Under review at the Journal of Business & Economic Statistics )
2. M. Butler and D. Kazakov: Creating a level playing field for all symbols in a discretization. (Under review at Data Mining and Knowledge Discovery)
3. M. Butler and D. Kazakov: A SAX Discretization of Non-stationary Data with Periodic Departures from a Gaussian Distribution. (Under review at IEEE Transactions on Knowledge and Data Engineering)
4. M. Butler and D. Kazakov: Forecasting Non-stationary Data with Artificial Neural Networks (Under review at Neurocomputing)

Peer-reviewed Conference Papers

1. M. Butler and D. Kazakov: A Learning Adaptive Bollinger Band System (In Proceedings of IEEE CIFEr 2012, New York, NY, March 2012)
2. M. Butler and D. Kazakov: Testing Implications of the Adaptive Market Hypothesis via Computational Intelligence (In Proceedings of IEEE CIFEr 2012, New York, NY, March 2012) (Best Student Paper Award)
3. M. Butler and D. Kazakov: The Effects of Variable Stationarity in a Financial Time-Series on Artificial Neural Networks (In Proceedings of IEEE CIFEr 2011, Paris, France, April 2011)
4. M. Butler and D. Kazakov: Particle Swarm Optimization of Bollinger Bands (In Proceedings of ANTS 2010, Brussels, Belgium, September 2010)
5. M. Butler and D. Kazakov: Modeling the Behavior of the Stock Market with an Artificial Immune System (In Proceedings of WCCI 2010, Barcelona, Spain, July 2010)
6. M. Butler and V. Kešelj: Data Mining Techniques for Proactive Fault Diagnostics of Electronic Gaming Machines (In Proceedings of Canadian AI'2010, Ottawa, ON, Canada, May 2010)
7. M. Butler and A. Daniyal: Multi-objective Optimization with an Evolutionary Artificial Neural Network for Financial Forecasting (In Proceedings of ACM GECCO'2009, Montreal, PQ, Canada, July 2009)
8. M. Butler and V. Kešelj: Financial Forecasting using Character N-Gram Analysis and Readability Scores of Annual Reports (In Proceedings of Canadian AI'2009, Kelowna, BC, Canada, May 2009)
9. M. Butler and V. Kešelj: Optimizing a Pseudo Financial Factor Model with Support Vector Machines and Genetic Programming (In Proceedings of Canadian AI'2009, Kelowna, BC, Canada, May 2009)

Other Publications

1. M. Butler: Financial Forecasting with Artificial Intelligence (Qualifying Dissertation - PhD Benchmark Report)
2. M. Butler: An Artificial Intelligence Approach to Financial Forecasting using Improved Data Representation, Multi-objective Optimization, and Text Mining (Master's Thesis, Techincal Report CS-2009-06)

Funding and Awards

I won the 2011/2012 K.M. Stott Prize for Computer Science . This prize is awarded to the best Qualifying Dissertation.

I currently hold two scholarships from the University of York:

International Office: Scholarship for Overseas Students, and

Department Overseas Research Students Awards (DORS)

Matthew Butler (CV)

Updated October 17th, 2012.