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The Financial Computing and Analytics research group investigates socio-economic systems using methods from computer science, applied mathematics, computational statistics and network theory.
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We investigate socio-economic systems using methods听from computer science, applied and numerical mathematics, scientific computing, computational statistics, statistical physics and听network theory. We build models for market and systemic risk and听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,听citizens and companies.
Our group carries out world-class research in
- computational finance
- financial risk management
- blockchain technology
- digital economy
- decentralised finance
- systemic risk
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- 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
The left sidebar leads to听the announcements of future听seminars听and听recordings of past ones,听our education offer,听a comprehensive list of听publications听and a few examples of code听that we have developed. The right sidebar presents听the group听members听and reports听recent tweets. You may follow our latest research on a听听that we maintain听on an external page.
Centres
In 2015, the Financial Computing and Analytics Group founded听the . Tomaso Aste is the听Scientific Director and Paolo Tasca is the听Executive Director.
In 2012, the Financial Computing and Analytics Group co-founded听the , which is hosted by the London School of Economics and Political Sciences and has been supported for its first 5听years by an听ESRC grant. Our Head of Research Group Tomaso Aste is a member of听the SRC Management Committee and several people of our听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听in finance
- Statistical and stochastic modelling in finance
- Computable contracts
- Smart contracts