Quantitative Finance

The Oxford-Man Institute of Quantitative Finance (OMI) which aims to do academically outstanding research that addresses many of the challenges facing the finance sector.  We do this by developing new and existing tools and methodologies that can give deeper insight into financial markets and their regulation: how they behave, their stability, how to extract value data at scale and how markets could be made to work better.

We are in the midst of an information revolution, where advances in science and technology, as well as the day-to-day operation of successful organisations and businesses, are increasingly reliant on the analyses of data. Driving these advances is a deluge of data, which is outstripping the increase in computational power available to process it. Research in data science is already transforming our ability to work with large amounts of complex financial information. Over the next few years these trends will revolutionise how we think about data, how we process and visualise it, and how we put it to use. The OMI aims to be at the crest of this wave, pushing back the boundaries of what can be achieved with financial data.

We achieve this through a unique combination of academic innovation and external engagement, attracting distinguished experts and brilliant young researchers to an environment that stimulates collaboration and communication. Students on the pathway will retain their links with their home departments, but will also have a dedicated desk at OMI with access to its excellent computing infrastructure, extensive data catalogue and have access to the computational tools and methodologies available. In addition we run a rich programme of seminars and workshops, specialist topic reading groups, and have regular interactions with practitioners and industry collaborators. Students can also access the breadth of OMI’s research activity via the OMI website and intranet, which includes member profiles, events and an extensive database of working and published papers.

Pathway leader: Dr Xiaowen Dong

Contact: xiaowen.dong@eng.ox.ac.uk

University of Oxford

Oxford-Man Institute of Quantitative Finance (OMI)
Structure of provision: +3.5, +4

Students

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Danni Shi

drinkall felix

Felix Drinkall

george nigmatulin

George Nigmatulin

huidong liang

Huidong Liang