Computing and automation play an increasingly important role in finance and significantly affect the ways in which financial markets operate. Economic and financial incentives play an important role in conventional distributed systems technology, such as the internet protocols.

The Finance Hub works at the intersection of finance and computation, using a range of techniques to advance understanding of computation's role in finance and vice-versa.

Techniques include algorithm design, game theory, network analysis, scientific and high-performance computing, time-series analysis and agent-based modelling. Problems the hub tackles include market micro-structure, risk management, portfolio construction, and the design of crypto-finance and distributed-ledger technology.

The Hub has established collaborations with other departments at King's, such as the Department of Mathematics and the King's Business School, as well as key financial institutions, including the Financial Conduct Authority.

Research Questions

The Finance Hub carries out fundamental and applied research in computational finance and economics. Our current key research directions are:

• solving financial problems with machine learning and AI techniques;
• incentives and mechanism design in financial markets;
• blockchain and decentralised finance;
• detecting systemic risk and clearing of financial networks.