Oxford-Man Institute

Oxford-Man Institute
Established 2007
Location Oxford, England
Research Director Professor Stephen Roberts
Affiliations University of Oxford
Website www.oxford-man.ox.ac.uk

The Oxford-Man Institute is an interdisciplinary research institute of the University of Oxford, England. The Institute was co-founded in June 2007 with Man Group plc. It brings together faculty, post-docs and students throughout the University interested in research into the quantitative finance applications of machine learning and data analytics.

Faculty

The current Director of the Oxford-Man Institute is Stephen Roberts, a Professor of Machine Learning in Information Engineering at Oxford University. He is a Fellow of the Royal Academy of Engineering, the Royal Statistical Society, the Institution of Engineering and Technology and the Institute of Physics. He is also Director of the Oxford Centre for Doctoral Training in Autonomous Intelligent Machines and Systems (AIMS). The founding director of OMI was Professor Neil Shephard, who served from 2007 to 2011. Terry Lyons served as director from 2011 to 2015.

In October 2016 the University of Oxford appointed Mihaela van der Schaar to the Man Professorship of Quantitative Finance. The Professorship is funded in perpetuity by a charitable gift of £3.3m made by the Charitable Trust of Man Group plc.

A number of faculty members are notable researchers, including:

  • Georg Gottlob, computer science
  • Sam Howison, mathematical finance
  • Terry Lyons, stochastic analysis
  • Mike Giles (Quant of the Year 2007), scientific computing
  • Nando de Freitas, computer science
  • Robert May, President of The Royal Society (2000-2005)
  • Arnaud Doucet, statistics

Departments of the University currently represented in the membership of the Institute include the Computing Lab, Economics, Engineering Science, the Mathematics Institute, Said Business School and Statistics.

The Institute is based at Eagle House, on the former Lucy's Ironworks site in Walton Well Road, Jericho.[1] 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 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

  1. ↑ "Declaration of approval of unopposed Resolution authorising use of space in Eagle House". Oxford University Gazette. University of Oxford. 2008-12-18. Retrieved 2009-10-01.

Coordinates: 51°45′41″N 1°16′12″W / 51.7615°N 1.270°W / 51.7615; -1.270

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