Benjamin Veal

Department of Mathematics

Research Student

LSE Tel: 020 7955 6374

Email: b.w.veal@lse.ac.uk

Research Interests: Combinatorial Set Theory,  Computational Learning Theory,  Automated Trading

Publications:

Rahul Savani and Ben Veal (2005), A novel strategy for the Penn-Lehman automated trading competition, CDAM Research Report LSE-CDAM-2005-12
Ben Veal (2005), Properties of a Binary Similarity Measure, CDAM Research Report LSE-CDAM-2005-06
Ben Veal (2008), Similarity Measures for Binary Data, Submitted, Annals of Operations Research

Software (Windows):

BinaryPredict-Test various DNF learning algorithms and binary similarity measures (you need Excel & the .NET framework to run this software). This is joint work done with Iain Morrow. Source code is available here.
MCMCpredict-Use Markov chain Monte Carlo with feed-forward neural networks for regression. This program is based on work by Radford Neal, but incorporates my own optional heuristic for finding priors (a data set for testing is included, see the .info file).
Ghess-A two player board game with intelligent computer opponent (instructions included).
Solitaire-Just a quickie. £1000 prize to the first person to get it down to one piece!

Other Stuff: I participated in the 2005 Penn-Lehman automated trading (PLAT) competition with Rahul Savani. We won the May 2005 competition and came second in the December 2004 competition. (See here)