Academic Research

Can Generative Adversarial Networks (GANs) forecast financial time-series data? Milena Vuletić Postgraduate Student at the Oxford-Man Institute of Quantitative Finance shares her research findings.

There is a concern that hedge funds may (un)intentionally employ short selling to misrepresent their real-world impact which is distinct from exposure to financial risk. This article summarises these arguments and traces the signals from UK, US and European regulators.

Can machine learning give investors a better insight into monetary policymaker speeches? Maximilian Ahrens, Postdoctoral Research Fellow in NLP at the Oxford-Man Institute of Quantitative Finance shares his research findings.

How can DeFi investors execute large orders? Marcello Monga, Dphil Student at the Oxford-Man Institute of Quantitative Finance shares his research findings.

Minimising transaction costs is important for best execution. While existing research minimises the cost of a single trade, our results optimise the combined execution cost of two sequential orders.

How can investors construct highly accurate transfer ranking models? Daniel Poh, Dphil Student at the Oxford-Man Institute of Quantitative Finance shares his research findings.

How can automated market makers find an optimal liquidity provision strategy? Fayçal Drissi, Visiting PhD Student at the Oxford-Man Institute of Quantitative Finance, shares his research findings.

Can algorithms collude? Patrick Chang, DPhil Student at the Oxford-Man Institute of Quantitative Finance, shares his research findings.