Computational Finance

The Computational Finance Research Group might be suitable for students and researchers in Financial Mathematics, including Economics and Business Administration.

For now, the followings are some of the topics the group should focus on:

Quantitative (and possibly Algorithmic) Trading
Portfolio Optimisation
Option (Derivative) Pricing

Surely, these topics are due to change depending on the background and interest of the group members. You are always welcome to propose new research topics, or specific subtopics, as well as projects of your own.

Main Research Projects

Optimizing Conditional Value-at-Risk in Financial Portfolios using Parallel Computing Strategies

This project introduces an innovative perspective to portfolio optimization and financial risk management, thoroughly analyzing the ever-changing and unpredictable structure…

Portfolio Optimisation and Management

As the name suggests, this project will focus on financial portfolio optimisation. These financial portfolios might consist of assets ranging from stocks, indicies…

Main Research Projects

Optimizing Conditional Value-at-Risk in Financial Portfolios using Parallel Computing Strategies

Portfolio Optimisation and Management

Related Subordinate Projects

Linear and Nonlinear Time-Series Models

Surrogate Models and Optimisation