Computing and automation plays an increasingly important role in finance and significantly affects the way in which financial markets operate. Economical and financial incentives are furthermore understood to play an important role in conventional distributed systems technology such as the internet protocols.
The Finance Hub at the Department of Informatics works in the intersection of finance and computation. We utilise techniques from algorithm design, game theory, network analysis, scientific and high-performance computing, time-series analysis and agent-based modelling to tackle problems in 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.
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.
Please see the Projects tab below for more information on these research themes.
Our published work can be found on Research Portal.