The Oxford-Man Institute of Quantitative Finance is an interdisciplinary research institute of the

University of Oxford , mottoeng = The Lord is my light , established = , endowment = £6.1 billion (including colleges) (2019) , budget = £2.145 billion (2019–20) , chancellor ...

England England is a country that is part of the United Kingdom. It shares land borders with Wales to its west and Scotland to its north. The Irish Sea lies northwest and the Celtic Sea to the southwest. It is separated from continental Europe b ...

. The institute was co-founded in June 2007 with

Man Group plc Man Group plc is an active investment management business listed on the London Stock Exchange. It provides a range of funds across liquid and private markets for institutional and private investors globally and is the world's largest publicly t ...

. It brings together faculty, post-docs and students throughout the university interested in research into the quantitative finance applications of

machine learning Machine learning (ML) is a field of inquiry devoted to understanding and building methods that 'learn', that is, methods that leverage data to improve performance on some set of tasks. It is seen as a part of artificial intelligence. Machine ...

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. It also entails applying data patterns toward effective decision-making. It ...

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 Neil Shephard (born 8 October 1964), FBA, is an econometrician, currently Frank B. Baird Jr., Professor of Science in the Department of Economics and the Department of Statistics at Harvard University. His most well known contributions ar ...

, 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 The Eagle Ironworks was an ironworks owned by W. Lucy & Co. on the Oxford Canal in Jericho, Oxford, England. William Carter founded the works in 1812 with a shop in the High Street and moved it to its site beside the canal in 1825. It was ...

site in

Walton Well Road Walton Well Road is a road, about 400 metres (a quarter mile) long, near the centre of Oxford, England. It provides a link from central Oxford to Port Meadow. Location The road marks the northern edge of the district known as Jericho. At the ...

, 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.

Funding

In June 2007,

Man Group Man Group plc is an active investment management business listed on the London Stock Exchange. It provides a range of funds across liquid and private markets for institutional and private investors globally and is the world's largest publicly t ...

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