Research

The centre aims to advance financial engineering by identifying and addressing challenges with significant impact on theory and practice, with potential to re-shape the financial industry.

Research themes include:

Acceleration of financial modelling, agent-based market models, algorithmic trading systems, energy-efficient financial data centres and clouds, financial econometrics, portfolio optimisation, risk management, robust optimisation, security-aware financial systems and services, simulation-based pricing, statistical machine learning, stochastic programming.

Some current and recent projects include:

• CloudFilter: Practical Confinement of Sensitive Data Across Clouds
• Custom Computing for Advanced Digital Systems
• Optimising Hardware Acceleration for Financial Computation
• Optimization of Massively Parallel Stochastic Simulations
• EPiCS: Engineering Proprioception in Computing Systems
• Reconfigurable Architectures for Floating Point Applications
• Robust Optimization of Nonlinear Processes under Uncertainty
• Scenario-Free Stochastic Programming
• SmartFlow: Extendable Event-Based Middleware