Álvaro Cartea and Leandro Sánchez-Betancourt release their new publication: Brokers and Informed Traders: dealing with toxic flow and extracting trading signals

AI and Financial Markets workshop 20th and 21st October 2022

Oxford-Princeton Workshop 2022

Press Release – Man Group extends funding for Oxford-Man Institute of Quantitative Finance

London/Oxford/Warwick Mathematical Finance workshop – 5th & 6th September

Daniel Poh, Stephen Roberts and Stefan Zohren release their new publication

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 14th Imperial College Hedge Fund Conference

NLP EcoFin 2022 Conference

Alvaro Cartea, Faycal Drissi and Marcello Monga release their latest publication

Machine Learning in Quantitative Finance – 1st June 2022

Congratulations to Patrick Chang, Alvaro Cartea and Jose Penalva on their latest publication: Algorithmic Collusion in Electronic Markets: The Impact of Tick Size

Forecasting COVID-19 Caseloads Using Unsupervised Embedding Clusters of Social Media Posts

New publication from DPhil student, Patrick Chang and OMI Director, Alvaro Cartea

Vincent Tan and Stefan Zohren release their new paper: Canonical Portfolios: Optimal Asset and Signal Combination

Congratulations to OMI student Daniel Poh whose paper has been accepted by the Journal of Financial Data Science

New Deputy Director appointed at the Oxford-Man Institute

Risk.net Podcast

Visitors Programme

Turing Fellowships for two OMI Academics

Press Release – New Director Appointed at the Oxford-Man Institute

Graphcore Turbocharges Multi-horizon Financial Forecasting for Oxford-Man Institute

AISTATS

ICLR

ICML 2021

European Laboratory for Learning and Intelligent Systems (ELLIS)