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Financial Computing and Analytics

The Financial Computing and Analytics research group investigates socio-economic systems using methods from computer science, applied mathematics, computational statistics and network theory.

8 members of the Financial Computing and Analytics Group, 22 January 2021

About 

We investigate socio-economic systems using methods from computer science, applied and numerical mathematics, scientific computing, computational statistics, statistical physics and network theory. We build models for market and systemic risk and lay the foundations for the study of the new digital economy at the interface between technology and society. Our work is of importance to regulators, policy makers, citizens and companies.

Our group carries out world-class research in

  • computational finance
  • financial risk management
  • blockchain technology
  • digital economy
  • systemic risk
  • numerical pricing of derivatives
  • agent-based models
  • empirical finance
  • market microstructure
  • algorithmic trading
  • high-frequency trading
  • data science
  • big data analytics
  • data-driven modelling
  • network analysis
  • machine learning
  • artificial intelligence
  • price formation
  • portfolio optimisation 

The left sidebar leads to the announcements of future seminars and recordings of past ones, our education offer, a comprehensive list of publications and a few examples of code that we have developed. The right sidebar presents the group members and reports recent tweets. You may follow our latest research on a blog that we maintain on an external page.

Centres

In 2015, the Financial Computing and Analytics Group has set up the UCL Centre for Blockchain Technologies. Tomaso Aste is the Scientific Director and Paolo Tasca is the Executive Director.

In 2012, the Financial Computing and Analytics Group has co-founded the Systemic Risk Centre, which is hosted by the London School of Economics and Political Sciences and has been supported for its first 5 years by an ESRC grant. Our Head of Research Group Tomaso Aste is a member of the SRC Management Committee and several people of our group are Research Associates of the SRC.

Collaborations

We collaborate with the private and public financial services sector to provide outstanding graduates and postgraduates for careers in the financial industry or the government's regulatory bodies, including

  • investment banks
  • retail banks
  • central banks
  • regulators
  • hedge funds
  • financial services technology firms
  • insurance companies
  • reinsurance companies
  • stock exchanges
  • alternative trading
  • execution venues

We are always looking for new students and collaborators. We consider applications throughout the year and try to find the most suitable solution when we identify the possibility of a stimulating collaboration. For MSc, MRes and PhD opportunities, see the education page linked from the left sidebar.

Featured areas of research

  • Blockchain technology
  • Complexity in economics and finance
  • Digital economy
  • Machine learning in finance
  • Statistical and stochastic modelling in finance
  • Computable contracts
  • Smart contracts