At the Oxford-Man Institute (OMI) we address fundamental problems in quantitative finance with a strong focus on machine learning and data driven models. We achieve this by providing a forum for academics from various disciplines and industry participants to create and implement ideas. Our members and visitors employ tools from various sources such as machine learning, artificial intelligence, financial theory and practice, and mathematics. Among our objectives are to provide new insights into how markets work, and to develop new tools for financial decision making. As a result, our research output and activities are relevant to all stakeholders in the economy, including industry participants, and financial regulators
The OMI provides the freedom to do innovative work. One of our main strengths is to attract distinguished experts and young researchers to an environment that stimulates collaboration. We endeavour to facilitate research and increase the impact of the OMI’s research output in a number of ways, including cross-collaboration, seminars, and providing data and physical space. The breadth of the University of Oxford affiliated departments speaks to our interdisciplinary approach to problem solving. Our seminars and conferences are pivotal in the life of the OMI and key to the dissemination of cutting-edge ideas. Members and visitors have access to a user friendly web-based data library. Finally, we provide working space at the OMI offices in a premium location of the university and in a vibrant neighbourhood of Oxford.
- Invited talk and steering panel membership at Quant Strats 2022
- Invited talk at 8th Annual Bloomberg-Columbia Machine Learning in Finance Workshop 2022
- Panel discussion at Oxford Sustainable Finance Summit
- Presentation at NAACL
- Talk at Risk Quant Summit
- Keynote speech at the 14th Imperial College Hedge Fund Conference on 7th June 2022
- Thank you to everyone who came to our NLP EcoFin 2022 Conference on 22nd and 23rd June!
- Álvaro Cartea, Fayçal Drissi and Marcello Monga release a new paper: Decentralised Finance and Automated Market Making: Execution and Speculation
- Thank you to everyone who came to our Machine Learning in Quantitative Finance event on 1st June!
- Congratulations to Patrick Chang, Álvaro Cartea and José Penalva on their latest publication: Algorithmic Collusion in Electronic Markets: The Impact of Tick Size
- Patrick Chang and Álvaro Cartea release a new paper: AI driven liquidity provision in OTC markets
- Felix Drinkall, Stefan Zohren and Janet Pierrehumbert: Forecasting COVID-19 Caseloads Using Unsupervised Embedding Clusters of Social Media Posts
- Vincent Tan and Stefan Zohren release a new paper: Canonical Portfolios: Optimal Asset and Signal Combination
- Congratulations to OMI student, Felix Drinkall, on his latest publication: Forecasting COVID-19 Caseloads Using Unsupervised Embedding Clusters of Social Media Posts
- The OMI has released a new Quant Finance Research Newsletter. Our March 2022 edition can be found under the News and Events menu.
- Congratulations to Daniel Poh whose paper on Enhancing Cross-Sectional Currency Strategies by Context-Aware Learning to Rank with Self-Attention has been accepted by the Journal of Financial Data Science
- The OMI Machine Learning and Quantitative Finance Workshop – 16th February 2022 (read more)
- New Deputy Director appointed at the Oxford-Man Institute (read more)
- Visitors Programme (read more)
- The OMI is looking for: (Senior Research Associate in Quantitative Finance (3 Posts)
- Risk.net – Podcast with Stefan Zohren on forecasting prices with DeepLOB
- Turing Fellowships announced for two OMI Academics (read more)
- ‘How AI Can Predict Stock Moves’ – Academic research covered by Zihao Zhang and Stefan Zohren is covered by Bloomberg News (read more)
- Graphcore Turbocharges Multi-horizon Financial Forecasting for Oxford-Man Institute (read more)
- The European Laboratory for Learning and Intelligent Systems (ELLIS)
- OMI Faculty and Associates have been closely involved with the Oxford Covid-19 Monitor