Oxford-Man Institute
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The Oxford-Man Institute of Quantitative Finance is an interdisciplinary research institute of the
University of Oxford The University of Oxford is a collegiate university, collegiate research university in Oxford, England. There is evidence of teaching as early as 1096, making it the oldest university in the English-speaking world and the List of oldest un ...
,
England England is a Countries of the United Kingdom, country that is part of the United Kingdom. It is located on the island of Great Britain, of which it covers about 62%, and List of islands of England, more than 100 smaller adjacent islands. It ...
. 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 Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling in the financial field. In general, there exist two separate branches of finance that requ ...
applications of
machine learning Machine learning (ML) is a field of study in artificial intelligence concerned with the development and study of Computational statistics, statistical algorithms that can learn from data and generalise to unseen data, and thus perform Task ( ...
and
data analytics Analytics is the systematic computational analysis of data or statistics. It is used for the discovery, interpretation, and communication of meaningful patterns in data, which also falls under and directly relates to the umbrella term, data sci ...
.


Faculty

The current director of the Oxford-Man Institute is Álvaro Cartea, a Professor of Mathematical Finance at Oxford University, where he is a member of the Mathematical and Computational Finance Group. Álvaro is a founding member and deputy chairman of the Commodities & Energy Markets Association (CEMA). The founding director of OMI was Professor Neil Shephard, who served from 2007 to 2011. Terry Lyons served as director from 2011 to 2015.. Stephen Roberts served as director from 2015 to 2021. Departments of the university currently represented in the membership of the institute include the Computing Lab, Economics, Engineering Science, the Mathematical 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 Jericho ( ; , ) is a city in the West Bank, Palestine, and the capital of the Jericho Governorate. Jericho is located in the Jordan Valley, with the Jordan River to the east and Jerusalem to the west. It had a population of 20,907 in 2017. F ...
. 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.


Funding

In June 2007,
Man Group Man Group plc is an active investment management business listed on the London Stock Exchange. It provides investment funds in liquid and private markets for institutional and private investors. It is the world's largest publicly traded hedge f ...
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.


References


External links


Official website
{{authority control Computer science departments in the United Kingdom Educational institutions established in 2007 Departments of the University of Oxford Research institutes in Oxford Economic research institutes Research institutes established in 2007 2007 establishments in England