Data Analysis and Patterns in Data

The existence of easily accessible big data sets and the ability to extract meaningful information from them will shape the future in many research areas. From the analysis of the history of financial data, coupled with the history of the sentiment extracted from the web, one may try to understand better market reaction to the economic figures announcement.  From the analysis of household expenditure one might be able to better predict responses to regulatory change in mortgage markets, and ultimately understand the stability of the financial system. If one could quickly determine from the huge flow of data in an exchange that a flash crash was in process this would have value.  Large heterogeneous data sets demand development of novel methodology to better describe, and detect patterns.

OMI houses many important sources of data and provides support for researchers doing data driven research.  In addition it has a number of teams with deep and varied experience at extracting information from complex data. Computer scientists extract information from the web, engineers bring machine learning, statisticians bring classical data mining tools and mathematicians bring novel understanding and new tools: for example using rough paths theory to classify points in the data sets and use this focussed classification to concisely and easily extract useful information.

 
Institute members connected with Data Analysis and Patterns in Data:
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    Syed (Ali) Asad Rizvi
    DPhil Student, Engineering, Machine Learning Research Group
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    Andrea Cali
    Senior Lecturer at the Department of Computer Science and Information Systems, University of London, Birkbeck College
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    Francois Caron
    Associate Professor of Statistics
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    Doyne Farmer
    Professor of MathematicsCo-Director, Complexity Economics, The Institute for New Economic Thinking at the Oxford-Martin School
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    Piotr Fryzlewicz
    Professor of Statistics, LSE
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    Siddartha Ghoshal
    DPhil Student, Engineering, Machine Learning Research Group
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    Paul Goldberg
    Professor of Computer Science
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    Timothy Hoggard
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    Dunhong Jin
    DPhil Student in Financal Economics
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    Robert Kosowski
    Associate Professor of Finance, Imperial College London
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    Anthony Ledford
    Chief Scientist, AHL
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    Xuan Liu
    DPhil Student in Mathematics
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    Terry Lyons
    Wallis Professor of Mathematics, University of Oxford
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    Lawrence Middleton
    DPhil Student, Statistics
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    Favour Nyikosa
    DPhil Student, Engineering, Machine Learning Research Group
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    Harald Oberhauser
    Associate Professor at the Mathematical Institute
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    Michael Osborne
    Associate Professor in Machine Learning
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    Gareth Peters
    Chair Professor in Statistics for Risk and Insurance, Department of Actuarial Mathematics and Statistics, Heriot-Watt University. Academic Director of the Scottish Financial Risk Academy.
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    Matthias Qian
    DPhil Student in Economics
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    Steve Roberts
    Director of the Oxford-Man Institute, Professor of Engineering Science, Department of Engineering Science, University of Oxford
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    Bernard Silverman
    Emeritus Professor of Statistics
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    Mihaela van der Schaar
    Man Professorship of Quantitative Finance
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    Pengyu Wei
    DPhil Student, Mathematical and Computational Finance Group
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    James Wolter
    Associate Professor in Financial Econometrics
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    Jaleh Zand
    DPhil Student, Engineering, Machine Learning Research Group