It has been a great year for the Oxford-Man Institute. Overall, 2022 has been a year of outstanding growth and one in which we enjoyed a wealth of scientific activities. Over the last twelve months we hosted several large-scale conferences, workshops, and seminars; we kicked off new research initiatives and reading groups on emerging topics; we started publishing our monthly newsletter with key papers by academics and industry participants from around the world; and we also welcomed visiting doctoral students from far afield who contributed greatly to the diversity of our research endeavours. And yes, of course, we had a lot of fun!
We are very lucky to be surrounded by an extremely talented group of doctoral students and colleagues that straddle the Mathematical Institute, Engineering Science, Economics, the Saïd Business School, and Statistics. The research output on finance and applications has been outstanding. Our eclectic use of tools and techniques and broad research interests are testament to the interdisciplinary approach at the Oxford-Man Institute. We have worked on many topics including machine learning (with particular emphasis on deep learning, graph machine learning, reinforcement learning and natural language processing), algorithmic trading, game theory and collusion, decentralised finance, networks, and high-dimensional statistics.
Finally, we are very grateful to Man AHL and Man Group for their generous financial support over the years. Their continued support has provided the Oxford-Man Institute the freedom to produce cutting-edge research in machine learning in quantitative finance.
I look forward to another productive year!
Director of the Oxford-Man Institute of Quantitative Finance