OMI Machine Learning and Finance Conference 11th & 12th June 2026
56th ICMA AGM & Conference: Reinforcement Learning: Using AI in the capital markets
Risk.net article – Crossed signals: row over collusion pits scholars against traders
Milena Vuletić wins Risk.net’s ‘Rising Star in Quant Finance’ award!
Financial Economics and Microstructure workshop – 3rd & 4th October 2024
Alvaro’s podcast interview with Risk.Net – Collusion within Trading Algos
The OMI Machine Learning in Quantitative Finance Conference 2024
ICMA – How likely is manipulation and collusion in electronic markets driven by AI?
Machine Learning in Financial Econometrics -12th &13th December 2023
AI and Financial Markets workshop 20th and 21st October 2022
Press Release – Man Group extends funding for Oxford-Man Institute of Quantitative Finance
London/Oxford/Warwick Mathematical Finance workshop – 5th & 6th September
Daniel Poh, Stephen Roberts and Stefan Zohren release their new publication
Invited talk and steering panel membership at Quant Strats 2022
Invited talk at 8th Annual Bloomberg-Columbia Machine Learning in Finance Workshop 2022
Keynote speech at 14th Imperial College Hedge Fund Conference
Alvaro Cartea, Faycal Drissi and Marcello Monga release their latest publication
Forecasting COVID-19 Caseloads Using Unsupervised Embedding Clusters of Social Media Posts
New publication from DPhil student, Patrick Chang and OMI Director, Alvaro Cartea
Press Release – New Director Appointed at the Oxford-Man Institute
Graphcore Turbocharges Multi-horizon Financial Forecasting for Oxford-Man Institute
European Laboratory for Learning and Intelligent Systems (ELLIS)