Fast Financial Algorithms and Computing Workshop

Fast Financial Algorithms and Computing Workshop

The workshop brought together outstanding academic researchers in financial engineering, mathematical finance and computing, heads of quantitative analytics and technology from top financial firms and interested parties from government and the research councils to exchange views on important new directions of research on fast algorithms and computing relevant for finance.

The workshop has also identified priorities for future research, thus helping to inform the DTI and EPSRC (Engineering and Physical Science Research Council) in their decision-making on the allocation of funding to ensure the continued capacity of the UK science base to meet the needs of the finance sector.
The workshop was hosted by the Risk Management Lab in conjunction with the Smith Institute for Industrial Mathematics and System Engineering.

Copies of the presentations made at the workshop can be found below: