Oxford-Man Institute of Quantitative Finance
|Research Director||Professor Stephen Roberts|
|Affiliations||University of Oxford|
The Oxford-Man Institute of Quantitative Finance is an interdisciplinary research institute of the University of Oxford, England. The Institute was co-founded in June 2007 with Man Group plc. It brings together faculty, post-docs and students throughout the University interested in research into the quantitative finance applications of machine learning and data analytics.
The current Director of the Oxford-Man Institute is Stephen Roberts, a Professor of Machine Learning in Information Engineering at Oxford University. He is a Fellow of the Royal Academy of Engineering, the Royal Statistical Society, the Institution of Engineering and Technology and the Institute of Physics. He is also Director of the Oxford Centre for Doctoral Training in Autonomous Intelligent Machines and Systems (AIMS). The founding director of OMI was Professor Neil Shephard, who served from 2007 to 2011. Terry Lyons served as director from 2011 to 2015.
A number of faculty members are notable researchers, including:
- Georg Gottlob, computer science
- Sam Howison, mathematical finance
- Terry Lyons, stochastic analysis
- Mike Giles (Quant of the Year 2007), scientific computing
- Nando de Freitas, computer science
- Robert May, President of The Royal Society (2000-2005)
- Arnaud Doucet, statistics
Departments of the University currently represented in the membership of the Institute include the Computing Lab, Economics, Engineering Science, the Mathematics Institute, Said Business School and Statistics.
The Institute is based at Eagle House, on the former Lucy's Ironworks site in Walton Well Road, Jericho. Man Group's research laboratory is based in the building and its staff work with OMI researchers to share expertise and identify areas for future investigation.
In June 2007, Man Group Plc announced it would provide £10.45M to the University to cover the core costs of the Institute for its first five years. In July 2007, Man Group gave the University £3.3M to permanently endow the Man Professor of Quantitative Finance.
- "Declaration of approval of unopposed Resolution authorising use of space in Eagle House". Oxford University Gazette. University of Oxford. 2008-12-18. Retrieved 2009-10-01.