22.10.26
Financial Econometrics Workshop, 22nd – 23rd October 2026
25.06.26
Joint OMI & SBS Conference on FinTech and Blockchain Economics on the 25th-26th o...
03.02.25
Kevin Murphy (Google DeepMind) – Distinguished Lecture on Statistical Machine Le...
Kevin Murphy (Google DeepMind)
More info02.11.22
ICAIF’22 Workshop on Machine Learning for Environmental, Social and Governance (...
20.10.22
Artificial Intelligence and Financial Markets, 20th and 21st October 2022
Simon Mayer, Jose Penalva, Maxime Bonelli, Albertso Rossi, Maryam Farboodi, Jianqing Fan, Christine Parlour, Huan Tang, Olivier Dessaint
More info05.09.22
London/Warwick/Oxford Student Workshops jointly hosted by the OMI and Mathematical Ins...
01.06.22
1st June Machine Learning and Quantitative Finance Workshop
Svetlana Bryzgalova, Petter Kolm, Roel Oomen, Roman Kozhan, Patrick Chang, Markus Pelger, Dacheng Xiu,
More info16.02.22
Machine Learning and Quantitative Finance Workshop
Prof. Olivier Guéant, Dr Ryan Donnelly and Prof. Justin Sirignano
More info06.05.21
The Oxford-Man Institute Quantitative Finance Seminar – News-Driven Systemic Ta...
Deniz Erdemlioglu - IESEG School of Management
More info22.04.21
The 13th Oxford-Man Institute Machine Learning Workshop
Derek Snow, Blanka Horvath, Sam Kessler
More info19.01.21
Quantitative Finance Seminar – Overconfidence, Information Diffusion, and Mispri...
Professor Kent Daniel (Columbia Business School)
More info17.12.20
The 12th Oxford-Man Institute Machine Learning Workshop
Konstantinos Gatsis (Engineering Science), Brent Mittelstadt (Oxford Internet Institute), Jack Parker-Holder (OMI)
More info25.06.20
11th Oxford-Man Institute Machine Learning Workshop
Vu Nguyen (Department of Materials & OMI), Nir Vulkan (OMI & Saïd Business School), Jeyan Thiyagalingam (Rutherford Appleton Laboratory/STFC
More info24.10.19
10th Oxford-Man Institute Machine Learning Workshop
Alessandro Abate (Computer Science & OMI), Anup Aprem (Engineering Science), Mike Rabbat (Facebook AI Research)
More info04.07.19
9th Oxford-Man Institute Machine Learning Workshop
Pete Krafft, Rebecca McFadden, Paul Newman, Kindly sponsored by Man/AHL
More info14.03.19
8th Oxford-Man Institute Machine Learning Workshop
Matthias Qian (OMI & Economics), Olga Isupova (Engineering Science), Michael Wooldridge (Computer Science)
More info15.11.18
7th Oxford-Man Institute Machine Learning Workshop
Niki Trigoni (Computer Science), Jan-Peter Calliess (OMI), Suzanne Aigrain (Astrophysics)
More info06.06.18
6th Oxford-Man Institute Machine Learning Workshop
Marta Kwiatkowska (Computer Science), Martin Tegnér (OMI), Paul Goulart (Engineering Science)
More info29.11.17
Dynamics in Buyer-seller Markets: Behavioural Evidence and Theory
Jonathan Newton, Paul Goldberg, Vincent Crawford, Alex Teytelboym, Rahul Savani, Bary Pradelski
More info28.11.17
4th Oxford-Man Institute Machine Learning Workshop
Yarin Gal (Computer Science), Xiaowen Dong (Information Engineering & OMI), Nick Hawes (Oxford Robotics Institute)
More info26.09.17
10th Anniversary Oxford-Man Institute Annual Workshop
Steve Roberts, Mihaela Van der Schaar, Siddartha Ghoshal, Dieter Hendricks, Mike Osborne, Stephen Hansen
More info23.05.17
3rd Oxford-Man Institute Machine Learning Workshop
Steve Roberts (OMI Director), Owain Evans (Future of Humanity Institute, Andrea Vedaldi (Information Engineering), David Clifton (Computatio
More info14.02.17
2nd Oxford-Man Institute Machine Learning Workshop
Steve Roberts - (OMI Director), Mike Osborne (Information Engineering & OMI), Seth Flaxman (Statistics), Alex Rogers - (Computer Science)
More info04.10.14
Viscosity Solutions of Path-Dependent PDEs
Nizar Touzi, Centre de Mathématiques Appliquées Ecole Polytechnique (CMAP)
More info05.09.14
New Challenges – New Methodologies Day
Rama Cont, CNRS & Imperial College, London Vladimir Piterbarg, Barclays Sujit Kapadia, Bank of England Terry Lyons, Oxford-Man Institute
More info13.01.14
Robust hedging with given option proces: the Skorokhod embedding approach
Alexander Cox (University of Bath)
More info14.10.13
OMI lecture series for young researchers – Event-Driven Finance
Mike Lipkin (Columbia University and Katama Trading LLC)
More info25.07.13
Hedge Fund Mini Course Part 2 – The Evolution of Hedge Fund Research – Jul...
Narayan Naik (Visiting Man Chair)
More info18.07.13
Hedge Fund Mini Course – The Evolution of Hedge Fund Research – July 2013
Narayan Naik (Visiting Man Chair)
More info08.05.13
OMI lecture series for young researchers – Real Options
Kerry Back (Rice University’s Jones Graduate School of Business)
More info17.01.13
OMI lecture series for young researchers – Backward stochastic differential equa...
Shige Peng (Shandong University)
More info01.10.12
Global earnings forecasting efficiency (John Guerard, McKinley Capital, USA)
John Guerard (Director of Quantitative Research, McKinley Capital, USA)
More info13.08.12
An information network model of trading and asset price dynamics
Johan Walden (Haas School of Business, Berkeley)
More info26.06.12
A pathwise interpretation of entropy dissipation and a non intrinsic Bakry-Emery crite...
Joaquin Fontbona (Center for Mathematical Modeling, University of Chile)
More info12.06.12
Toward a supply-side theory of financial innovation
Daniel Awrey (Law, University of Oxford)
More info11.06.12
High Frequency Trading: What is it Good for?
Austin Gerig (CABDyN Complexity Centre, SBS, University of Oxford)
More info28.05.12
Critical point for some planar statistical models
Hugo Duminil (University of Geneva)
More info28.05.12
Edge reinforced random walks, Vertex reinforced jump process, and the SuSy hyperbolic ...
28.05.12
Time series visualization: Beyond line plots
Min Chen (Computer Science, University of Oxford)
More info23.05.12
Instruments of macroprudential policy
David Aikman and Sujit Kapadia (Bank of England)
More info22.05.12
Trend-following and momentum strategies in futures markets
Robert Kosowski (Imperial)
More info21.05.12
Some applications of the Ninomiya-Victoir scheme in the context of financial engineering
Christian Bayer
More info14.05.12
Interest rate structured notes – pricing, hedging and market impact
Michael Dalton, ECI, Oxford
More info14.05.12
Pathwise Holder convergence of the implicit Euler scheme for semi-linear SPDEs with mu...
Jan Van Neerven (TUDelft)
More info14.05.12
The contagious capacity of the international banking network: 1985-2009
Lavan Mahadeva (Oxford Institute for Energy Studies)
More info14.05.12
Approaches to financial regulation
Robert MacKay and Paul Youdell (University of Warwick)
More info03.05.12
An Empirical Decomposition of Risk and Liquidity in Nominal and Inflation-Indexed Gove...
Luis Viceira (Harvard Business School)
More info30.04.12
The number of connected components of zero sets of smooth Gaussian functions
Misha Sodin (Tel Aviv University)
More info30.04.12
Energy of cut-off functions and heat kernel upper bounds
Martin Barlow (University of British Columbia)
More info23.04.12
Splitting methods and cubature formulas for stochastic partial differential equations
23.04.12
Stochastic diffusions for sampling Gibbs measures
Ben Leimkuhler (University of Edinburgh)
More info17.04.12
The Geographic Origin of Order Flow and Price Discovery
Alex Frino (Capital Markets CRC Limited)
More info30.03.12
An Intertemporal CAPM with Stochastic Volatility
John Campbell (Harvard University)
More info21.03.12
SOLID: Sieving Online Data for Leading Indicators
Georg Gottlob (University of Oxford)
More info05.03.12
Current challenges for the FICC trading-floor quants
Henrik Rasmussen (TwoPi Capital)
More info05.03.12
How does a uniformly sampled Markov chain behave?
Charles Bordenave (University of Toulouse)
More info05.03.12
The projections of fractal percolation
Károly Simon (Budapest University of Technology and Economics)
More info02.03.12
The Snell envelope and analysis of various approximation schemes
Peng Hu (University of Bordeaux)
More info02.03.12
Estimation of Hazard Models with Dependence Across Observations: Correlation, Frailty ...
James Wolter (Yale)
More info27.02.12
Corporate arbitrage investing…an introduction to event driven, special sits and rela...
Richard Bateson (AHL, Man Group PLC)
More info27.02.12
Optimal transport, concentration of measure and functional inequalities
Nathael Gozlan (UPEMLV)
More info23.02.12
Asset prices with heterogeneity in preferences and beliefs
Harjoat Bhamra (Imperial College, London and University of British Columbia)
More info21.02.12
A new approximation algorithm to solve the filtering problem combining Cubature and TBBA
Salvador Ortiz-Latorre (Imperial College, London)
More info21.02.12
Financial applications of random matrix theory: a short review
Jean-Philippe Bouchaud (CFM & EP, Paris)
More info21.02.12
Anomalous price impact and the critical nature of liquidity in financial markets
Jean-Philippe Bouchaud (CFM & EP, Paris)
More info20.02.12
Understanding the tradeoffs involved in accelerated computing
John Ashley (Nvidia)
More info20.02.12
On-diagonal oscillation of the heat kernels on p.c.f. self-similar fractals
Naotaka Kajino (Bielefeld University)
More info14.02.12
Heavy-tailedness and dependence: Implications for economic decisions and financial and...
Rustam Ibragimov (Harvard)
More info13.02.12
Universality of the global fluctuations for the eigenvectors of Wigner random matrices
Florent Benaych-Georges (Pierre and Marie Curie University)
More info13.02.12
On diffusions interacting through their ranks
Mykhaylo Shkolnikov (Stanford University)
More info07.02.12
Bootstrapping high frequency data under market microstructure noise
Ulrich Hounyo (University of Montreal)
More info06.02.12
Lambda coalescents and their spatial extensions
Nicholas Freeman (University of Oxford)
More info06.02.12
Spectral properties of a class of non-local operators via a stochastic representation
Jozsef Lorinczi (Loughborough University)
More info31.01.12
Portfolio selection: An extreme value approach
Francis J. DiTraglia (University of Cambridge)
More info30.01.12
The Impact of Government Interventions on CDS and Equity Markets
Zoe Tsesmelidakis & Frederic Schweikhard (MIT)
More info30.01.12
Universality in iterative algorithms and polytope phase transitions
Marc Lelarge (ENS)
More info24.01.12
Asset pricing with heterogeneous investors and portfolio constraints
Georgy Chabakauri (LSE)
More info23.01.12
Structured products 101…good investments and toxic waste
Richard Bateson (AHL, Man Group PLC)
More info23.01.12
Generalised small-noise expansion for projected diffusions and applications
Antoine Jacquier (Imperial College, London)
More info17.01.12
Credit market architecture and booms and busts in the US economy
John Muellbauer (University of Oxford and CEPR)
More info16.01.12
Foreign currency options: deltas, market conventions and volatility smiles
Iain Clark (Unicredit)
More info16.01.12
Pertubative method for quadratic reflected backward stochastic differential equations
Arnaud Lionnet (University of Oxford)
More info16.01.12
Ambit Stochastics with Applications to Mathematical Finance
Almut Veraart (Imperial College, London)
More info29.11.11
Systemic Sovereign Credit Risk: Lessons from the US and Europe
Francis Longstaff (UCLA)
More info28.11.11
Constructive quantization: approximation by empirical measures
Steffen Dereich (Phillipps-Universität Marburg)
More info28.11.11
Metastability of supercritical zero range processes on a finite set
Claudio Landim (Université Paris Est)
More info21.11.11
Stochastic modelling of reaction-diffusion processes in biology
Radek Erban (University of Oxford)
More info14.11.11
Functional Ito calculus and stochastic integral representation of martingales
Rama Cont (CNRS & Columbia University)
More info14.11.11
The partial sum process of orthogonal expansion as geometric rough processes with Four...
Danyu Yang (University of Oxford)
More info07.11.11
Near-critical survival probability of branching Brownian motion with an absorbing barrier
Simon Harris (University of Bath)
More info01.11.11
Particle Methods for On-Line Parameter Estimation in Non-Linear Non-Gaussian State-spa...
Arnaud Doucet (Oxford-Man Institute)
More info31.10.11
Martin boundary with a large deviation technique for partially homogeneous random walks
Irina Ignatiouk (Universite Cergy)
More info24.10.11
The continuous limit of large random planar maps
Jean-Francois Le Gall (Universitat of Paris sud and Institut Universitaire de France)
More info24.10.11
Homogenization and enhancement of the g-equation in random environments
Takis Souganidis (University of Chicago)
More info17.10.11
Large deviations for non-crossing partitions
Janosch Ortmann (University of Warwick)
More info11.10.11
Modelling electricity markets: spots, futures and risk premiums
Claudia Klüppelberg (Technische Universität München)
More info10.10.11
J Measure-valued branching processes and a nonlinear Dritchlet problem
Lucian Beznea (Simion Stoilow Institute of Mathematics of the Romanian Academy)
More info03.05.11
F-divergence minimal martingale measures and optimal portfolios for exponential Levy m...
Lioudmila Vostrikova (Angers)
More info02.05.11
The U.S. left behind: The rise of IPO activity around the world
Andrew Karolyi (Cornell University)
More info