Oxford-Man Institute

Content from the Oxford-Man Institute, our unique collaboration with the University of Oxford, which conducts pioneering research into quantitative finance, with a focus on cutting-edge machine learning techniques and data analytics.

Our unique collaboration with the University of Oxford, which conducts pioneering research into quantitative finance.

Academic Research read & watch 5 min
July 2023

Fin-GAN: Forecasting via Generative Adversarial Networks

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.

Academic Research read & watch 4 min
June 2023

Mind Your Language! Market Reactions to Central Bank Speeches

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.

The Oxford-Man Institute ('OMI') is Man Group’s unique collaboration with the University of Oxford. Over the last decade, the OMI, part of the university’s Department of Engineering Science, has been conducting pioneering research into quantitative finance, and now focuses primarily on machine learning techniques and data analytics.

Located in the same building as Man AHL’s Oxford Research Lab, the OMI provides us with a direct connection to cutting-edge machine learning research and allows for the fruitful cross-pollination of ideas between the investment and academic communities. Work done at the OMI, including in areas seemingly unrelated to investment – such as galaxy classification and measurement of the height of tides – has directly contributed to our investment methodologies.

Go to Oxford-Man Institute

Academic Research read & watch 4 min
March 2023

Transfer Ranking in Finance

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.

Academic Research read & watch 5 min
February 2023

Predictable Loss and Optimal Liquidity Provision

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.

Academic Research read & watch 3 min
January 2023

Algorithmic Collusion in Electronic Markets

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

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Oxford-Man Institute

Featured

Fin-GAN: Forecasting via Generative Adversarial Networks

Fin-GAN: Forecasting via Generative Adversarial Networks

Mind Your Language! Market Reactions to Central Bank Speeches

Mind Your Language! Market Reactions to Central Bank Speeches

Archive

Transfer Ranking in Finance

Transfer Ranking in Finance

Predictable Loss and Optimal Liquidity Provision

Predictable Loss and Optimal Liquidity Provision

Algorithmic Collusion in Electronic Markets

Algorithmic Collusion in Electronic Markets