Overview
Mathematical Logic
- Foundations of mathematics
- Domain theory
- Computability theory
Publications
- Paul Bilokon, Abbas Edalat. A domain-theoretic approach to Brownian motion and general continuous stochastic processes. CSL-LICS '14 Proceedings of the Joint Meeting of the Twenty-Third EACSL Annual Conference on Computer Science Logic (CSL) and the Twenty-Ninth Annual ACM/IEEE Symposium on Logic in Computer Science (LICS), 2014.
- Paul Bilokon, Abbas Edalat. A domain-theoretic approach to Brownian motion and general continuous stochastic processes. Theoretical Computer Science, 2017, 691, pp. 10-26.
Probability theory
- Frequentist and Bayesian methods
- Stochastic filtering
- Markov chain Monte Carlo methods
Publications
- Paul Bilokon, James Gwinnutt, and Daniel Jones. Matthias Ehrhardt, Michael Guenther, and Jan ter Maten (Eds.). STRIKE - Novel Methods in Computational Finance. Stochastic Filtering Methods in Electronic Trading. Springer-Verlag, 2017.
Machine Learning
- Neural networks
- Reinforcement learning
- Applications to finance
- Applications to drug discovery
Publications
- Matthew Dixon, Igor Halperin, and Paul Bilokon. Machine Learning in Finance: From Theory to Practice. Springer, 2020.
Finance
- Foreign exchange spot and derivatives
- Credit cash and derivatives
- Interest rates
- Risk analysis: VaR and related risk measures
- Prime brokerage
Publications
- Matthew Dixon, Igor Halperin, and Paul Bilokon. Machine Learning in Finance: From Theory to Practice. Springer, 2020.
Algorithmic trading
- Electronic market making
- Automation of trading
- Electronic trading platforms
Publications
- Jan Novotny, Paul Bilokon, Aris Galiotos, and Frederic Deleze. Machine Learning and Big Data with kdb /q. Wiley, 2019.
High-frequency Trading
- High-frequency trading strategies
- Low latency programming
- Time series databases: kdb /q
Publications
- Jan Novotny, Paul Bilokon, Aris Galiotos, and Frederic Deleze. Machine Learning and Big Data with kdb /q. Wiley, 2019.
Scientific Computing
- Python, C, C , Java
- High-performance computing
- Quantum computing