UCL CS Financial Computing and Analytics Group
We investigate socio-economic systems using tools from statistical physics, network theory and computer science. We construct models that can predict events and evaluate risks. Our studies 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 and citizens.
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, network analysis, 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.
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.
Featured areas of research
- Digital Economy
- Complexity in Economics and Finance
- Blockchain Technology
- Machine Learning in Finance
- Statistical and Stochastic Modeling in Finance