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.

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
- decentralised finance
- systemic risk
- derivatives pricing
- model calibration
- 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
- smart contracts
Centres
In 2015, the Financial Computing and Analytics Group founded 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 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
People
Includes honorary staff with teaching duties
Tomaso Aste
Professor of Complexity Science
Head of Research Group
Fabio Caccioli
Professor of Complex Systems
Christopher Clack
Professor of Blockchain and Smart Contracts
Guido Germano
Professor of Computational Science
Yaacov Mutnikas
Honorary Professor
Philip Treleaven
Professor of Computer Science
Riaz Ahmad
Associate Professor (Teaching)
Silvia Bartolucci
Associate Professor
Paolo Barucca
Associate Professor
Paris Pennesi
Honorary Associate Professor
Carolyn Phelan
Associate Professor (Teaching)
Paolo Tasca
Associate Professor
Nikhil Vadgama
Associate Professor (Teaching)
Jiahua Xu
Associate Professor
Maria del Rio-Chanona
Lecturer
Nikan (Nick) Firoozye
Lecturer (Teaching)
Geoffrey Goodell
Lecturer
David Vidal-Tomás
Lecturer
Associate academic staff
Delmiro Fernandez-Reyes
Former academic staff
Maxime Nicolas, Research Fellow, 2022-2023
Ye Sun, Research Fellow, 2021-2023
Giacomo Livan, Associate Professor, 2014-2023
Robert Smith, Associate Lecturer (Teaching), 2005-2023
Simone Righi, Lecturer, 2018-2020
Weihua Li, Research Associate, 2017-2020
Mircea Zloteanu, Research Associate, 2017-2018
Daniel Fricke, Lecturer, 2016-2018
Julius Bonart, Lecturer, 2016-2017
Sebastian del Baño Rollin, Senior Teaching Fellow, 2012-2014
William Shaw, Professor, 2011-2012
Honorary and visiting academics
Sergio Álvarez-Teleña
Marco Bardoscia
Julija Bainiaksina
Julius Bonart
Stephen Emmott
Daniel Fricke
Michal Galas
Denise Gorse
Daniel Heller
Giacomo Livan
Piotr Karasinski
Rosario Mantegna
Peter Mitic
Giuseppe Nuti
Giles Pavey
Paul Ormerod
Simone Righi
Martin Schoernig
John Tang
Stephen Weston
Aric Whitewood
Jack Wratten
Blaž Žličar
Former honorary and visiting
Ariane Chapelle, Honorary Reader, 2013-2023
Tiziana Di Matteo
Gautam Mitra
Paul Harrald
Christian Hesse
David Meinhart, 2014-2019
Jessica James, Honorary Professor, 2013-2018
Donald Lawrence, 2006-2018
William Shaw, Honorary Professor, 2012-2017
Other
Francesco Caravelli
Chris Marshall
Giacomo Pietronero
Yu Sun, Erasmus+ Visitor 2021-2022
Stacy Williams
Financial Computing and Analytics Alumni Network
LinkedIn group for present/former staff and PhD/MRes/MSc students associated with the UCL CS Financial Computing and Analytics Group
Gabriel Borrageiro, PhD 2023
Haotian Gao, PhD 2023
Leo Carlos-Sandberg, PhD 2023
Dimitri Malandreniotis, PhD 2023
Fatih Özhamaratlı, PhD 2023
Isobel Seabrook, PhD 2023
Orowa Sikder, PhD 2023
Yuanrong Wang, PhD 2023
Henri Ashton, PhD 2022
Ye-Sheen Lim, PhD 2022
Andrew Mann, PhD 2022
Mohsen Naderi, PhD 2022
Pier Francesco Procacci, PhD 2022
Jeremy Turiel, PhD 2022
Anna Zaremba, PhD 2022
Maria Böker, PhD 2021
Lucio Idone, PhD 2021
Yinfei Li, PhD 2021
Samuel Stern, PhD 2021
Sonja Tilly, PhD 2021
Peter Divos, PhD 2020
Riccardo Marcaccioli, PhD 2020
Denis de Montigny, PhD 2020
Guido Previde Massara, PhD 2020
Amanah Ramadiah, PhD 2020
Adriano Soares Koshiyama, PhD 2020
Dorota Toczydłowska, PhD 2020
Eduard Sariev, PhD 2020
Julija Bainiaksina, PhD 2019
Samuel Palmer, PhD 2019
Ross Phillips, PhD 2019
Tharsis Pinto Souza, PhD 2019
Daniel Grigat, PhD 2018
Carolyn Phelan, PhD 2018
Sachapon Tungsong, PhD 2018
Blaž Žličar, PhD 2018
Peter Bebbington, PhD 2017
Alberto Ciacci, MRes 2017
Yiran Cui, PhD 2017
Federico Graceffa, MRes 2017
Marios Michailidis, PhD 2017
Volha Kolchyna, PhD 2017
Marios Michailidis, PhD 2017
Vytautas Savickas, PhD 2017
Bogdan Batrinca, PhD 2016
Annika Birch, PhD 2016
Kacper Chwialkowski, PhD 2016
Noemi Nava Morales, PhD 2016
Rickard Nyman, PhD 2016
Mininder Sethi, PhD 2016
Sergio Álvarez-Teleña, PhD 2015
Paul-Kilian Lamanna, MRes 2015
Joe Staines, PhD 2015
Ilya Zheludev, PhD 2015
Michal Galas, PhD 2014
Michael Kusnetsov, MRes 2014
Panagiotis Papakos, PhD 2014
Chris Bracegirdle, PhD 2013
M. Ayub Hanif, PhD 2013
Giuseppe Nuti, PhD 2008
Khandker Nazia Islam
Teaching and Learning Administrator, MSc Computational Finance, MSc Financial Risk Management, MSc Financial Technology, MSc Emerging Digital Technologies
Contact
Nazia Khandker Islam
Teaching and Learning Administrator
nazia.islam@ucl.ac.uk
Telephone +44 20 7679 7287
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