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The Alan Turing Institute
trading behaviour, proprietary trading data, limit order books, machine learning, statistical models
Neural Networks, derivative pricing, hedging, model risk, data cleaning, quantitative finance, data-driven models, market generators, uncertainty, reinforcement learning, sensitivity, adversarial attacks, robustness, expert design
Hawkes processes, stochastic gradient descent, point processes, Monte Carlo methods, adaptive stratified sampling.
decentralised finance, smart contracts, risk managment
Market models, no-arbitrage, European options, neural networks, neural SDE, constrained diffusions, statistical inference
limit order book, latency arbitrage, high-frequency trading, Tobin tax
decentralised lending protocols, interest rate models, utilisation, PID controller
Market models, European options, market simulators, no-arbitrage, neural-SDE, hedging
multi-armed bandit, parametric bandit, generalised linear model, dynamic pricing
Market models, European options; risk measures, market simulators; no-arbitrage, neural SDE
Inference, switching cost, inferential expectations, hypothesis test.
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market models, European options, risk measures, market simulators, no-arbitrage, stochastic differential equation (SDE)
