Financial Computing and Analytics
Committed to building a community of researchers working on current and future challenges within financial computing and analytics.
About us
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 simulation, empirical finance, market microstructure, algorithmic trading, high-frequency trading, data science, big data analytics, machine learning, price formation, portfolio optimisation.
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 and execution venues.
Our featured areas of research are:
- Digital Economy
- Complexity in Economics and Finance
- Blockchain Technology
- Machine Learning in Finance
- Statistical and Stochastic Modeling in Finance
http://fincomp.cs.ucl.ac.uk/introduction/
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The people
Find out more about the people behind the UCL Bioinformatics research group.
- Tomaso Aste, Professor of Complexity Science, Head, Financial Computing & Analytics Group, Deputy Director, Centre for Doctoral Training in Financial Computing and Analytics, Scientific Director UCL Centre for Blockchain Technologies
- Philip Treleaven, Professor of Computer Science, Director, Centre for Doctoral Training in Financial Computing and Analytics
- Ariane Chapelle, Honorary Reader
- Chris Clack, Senior Lecturer, Tutor for affiliate and ancillary students
- Guido Germano, Senior Lecturer, Programme Director and Admissions Tutor, MSc Computational Finance
- Denise Gorse, Senior Lecturer, BCS and IET (Professional Bodies) Co-ordinator
- Paolo Barucca, Lecturer
- Fabio Caccioli, Lecturer, Programme Director and Admissions Tutor, MSc Financial Risk Management
- Giacomo Livan, Senior Research Fellow
- Simone Righi, Lecturer
- Paolo Tasca, Lecturer, Executive Director, UCL Centre for Blockchain Technologies
- Riaz Ahmad, Senior Teaching Fellow
- Geoff Goodell, Research Staff
- Weihua Li, Research Associate
- Rob Smith, Teaching Fellow
- Yonita Carter, Manager for the Doctoral Training Centre in Financial Computing
- Matthew Ames
- Maria Böker
- Neil Bramley
- Kacper Chwialkowski
- Simon Cousins
- Peter Divos
- Yang Gu
- Stefano Gurciullo
- Lucio Idone
- Vytautas Kancleris
- Pascal Khoury
- Lukasz Kopec
- Adriano Koshiyama
- Andreas Koukorinis
- Franziska Leutner
- Jiaqi Liang
- Dimitri Malandreniotis
- Andrew Mann
- Riccardo Marcaccioli
- Killian Martin-Horgassan
- Guido Massara
- Rodrigo Mazorra
- Andrew McDonald
- Andrew McDonald
- David Mguni
- Mohsen Naderi
- Sam Palmer
- Katie Parker
- Paula Parpart
- Samuel Parsons
- Stephen Pasteris
- Carolyn Phelan
- Ross Phillips
- Giacomo Pietronero
- Pierfrancesco Procacci
- Eduard Sariev
- Marc Sloan
- Elena Simaitiene
- Tharsis Souza
- Andrew Smith
- Ronny Stafford
- Federico Tagliati
- Dorota Toczydlowska
- David Twomey
- Anna Zaremba
Courses
Find out more about Financial Computing courses available at UCL.
Financial Computing comprises both Computational Finance (algorithmic trading, risk management, market simulation, portfolio optimisation) and Financial IT (financial software engineering, cloud computing, GPU and scalable high-performance computing), providing taught courses at undergraduate (BSc, MEng) and postgraduate (MSc) levels, and training in research at PhD level.
Students interested in studying Financial Computing at UCL should please use the Choosing a Programme resource for advice on the most appropriate programme to apply for.
The Department of Computer Science hosts severak MSc programmes on financial topics, including:
- The MSc in Business Analytics.
- The MSc in Computational Finance
- The MSc in Financial Risk Management, designed in conjunction with leading risk professionals, aiming to meet the growing demand for professionals who are highly skilled in quantitative risk management with specific skills in computer science, statistics and mathematics.
The department also hosts three other MSc programmes with optional content relating to finance:
- The MSc in Computer Science prepares students for employment in the computing industries and IT. Optional modules in financial computing are available for students wishing to embark on careers in financial services technology.
- The MSc in Financial Systems Engineering is suitable for graduates with first degrees in computing or related fields, aiming to prepare students for senior technical roles in the IT and software development side of the financial computing industry.
- The MSc in Computational Statistics and Machine Learning is suitable for graduates with first degrees that include a significant mathematics and/or statistics component. Options in quantitative finance are available to those with an interest in the quantitative side of financial technology.
UCL leads the UK PhD Centre in Financial Computing, a joint initiative with LSE, LBS and 15 leading financial institutions. Graduates who are interested in Financial Computing PhD research may either apply for a full-time PhD or an industry-based part-time PhD.
The PhD Centre has studentships to support 10-14 new full-time PhDs each year for five years; PhDs can be taken in departments across UCL and LSE (e.g. Computer Science, Mathematics, Statistics), with a common first year where students take an MRes in Financial Computing at UCL. The PhD Centre is also keen to recruit professionals working in the financial services industry who are interested in pursuing a part-time PhD in Financial Computing.
We offer a number of specialised 30-lecture modules in financial computing. These include:
- COMP0040 Financial Data and Statistics,
- COMP0041 Applied Computational Finance,
- COMP0043 Numerical Methods for Finance,
- COMP0046 Networks and Systemic Risk,
- COMP0048 Financial Engineering,
- COMP0049 Market Microstructure,
- COMP0050 Machine Learning with Applications in Finance,
- COMP0051 Algorithmic Trading, and
- COMP0075 Financial Market Modelling and Analysis.
News
Read the latest news from the Financial Computing and Analytics research group.
Publication of Complexity in Neural and Financial Systems: From Time-Series to Networks
January 2018
This special issue is intended to collect contributions proposing novel techniques for the analysis of systems described by multiple time-series as functional and structural brain data, stock prices and stock market indices, and interbank and trade networks.
Lead Guest Editor
- Tiziano Squartini, IMT Institute for Advanced Studies Lucca, Lucca, Italy
Guest Editors
- Andrea Gabrielli, University of Rome "Sapienza", Rome, Italy
- Diego Garlaschelli, Lorentz Institute for Theoretical Physics, Leiden, Netherlands
- Tommaso Gili, Santa Lucia Foundation, Rome, Italy
- Angelo Bifone, Italian Institute of Technology, Genoa, Italy
- Fabio Caccioli, University College London, London, UK
Barclays Smart Contract Templates - and a new language called CLACK
18 April 2016
In the Barclays presentation Lee Braine from the Barclays Investment Banking CTO Office mentioned a new domain specific language for smart contract templates. Barclays named the language the "Common Language for Augmented Contract Knowledge (CLACK)" in recognition of its designer - Dr Chris Clack of UCL's Centre for Blockchain Technologies.UCL's Centre for Blockchain Technologies was highlighted yesterday during a presentation of Barclays' Smart Contract Templates to a packed audience at London's O2 Centre, and covered by the IB Times. This was Europe's (and possible the World's) largest ever presentation event for emerging FinTech initiatives.
CLACK's initial domain is legal contracts - in particular the legal documentation that underpins complex financial instruments - but it is a generic language that can support a wide range of applications. CLACK will be open-sourced in future.
Financial Times
11 October 2013
Traders tap Twitter for top stock tips: FT takes a look at the work of UCL PhD student Ilya Zheludev.
Financial Times
2 March 2012
School for quants: inside UCL's Financial Computing Centre.
Contact us
Financial Computing and Analytics
66-72 Gower Street, London WC1E 6AA.
telephone
+44 (0)20 7679 0481
Martin Nolan, Teaching & Learning Assistant (advancedmsc-admissions@cs.ucl.ac.uk)
Upcoming events
27 september 2018
Statistical Validation Methods for Complex Systems 2018
The 1st International Workshop Statistical Validation Methods for Complex Systems, organised by Dr. Fabio Caccioli and Dr. Giacomo Livan, will be hosted by the Conference on Complex Systems on 27 September 2018.
Past events
26-27 July 2018
P2P FINANCIAL SYSTEMS 2018
The 4th International Workshop P2P FINANCIAL SYSTEMS 2018 will be hosted by the Federal Reserve Bank of Cleveland on 26-27 July 2018.
20-21 July 2017
P2P FINANCIAL SYSTEMS 2017
The 3rd International Workshop P2P FINANCIAL SYSTEMS 2017 will be hosted by UCL on 20-21 July 2017.
8-9 September 2016
P2P FINANCIAL SYSTEMS 2016
The 2nd International Workshop P2P FINANCIAL SYSTEMS 2016 will be hosted by FCA at UCL 8-9 September 2016.
29-30 January 2015
P2P FINANCIAL SYSTEMS 2015
Opportunities • Risks • Market Dynamics • Regulation, 29-30 January 2015 at Frankfurt, Germany. Event web page: https://www.ecurex.com/P2PFISY
27-28 march 2014
IEEE Computational Intelligence for Financial Engineering & Economics
Location: Executive Suit, First Floor, Front Engineering Building, Malet Street/Malet Place, London, WC1E 6BT University College London, United Kingdom.
Duration: 2 days
Registration: Students £150; Non-students £300. The spring school is limited to 30 places, provided on first booked basis.
There will be IEEE student grants to be announced in due course, for a small amount covering partially registration and travel expenses.
Event web page: http://www.ieee-cifer.org/authorinf.html
5 March 2014
Financial Computing and Analytics Research Seminar
Wednesday 5th March from 4pm in Auditorium Chandler 118, University College London, Chandler House, 2 Wakefield Street, London WC1N 1PF.
Group seminar convener: Dr Antoaneta Serguieva email: a.serguieva@ucl.ac.uk
