Exploring Artificial Intelligence (AI)/Machine Learning (ML) for Computational Models in Fintech

Financial technology, or Fintech, is a new trend that has revolutionized the financial industry. Automated trading programs have become the new standard. Many of the financial activities that have been traditionally done based on human skills and experience have recently been replaced or will be replaced by computer systems.

In fact, banks and investment companies are hiring more staff with strong computing skills than ever. Fintech is a broad subject and this research project is going to focus on quantitative analytics, and in particular on developing efficient and effective models for applications in finance.

This research project investigates advanced Artificial Intelligence (AI)/Machine Learning (ML) techniques to tackle the challenge of high dimensionality and other financial issues. ML has been shown to be a powerful tool for many applications such as computer vision, natural language processing, and medical diagnosis. However, there are unique issues in finance problems that need to be addressed differently from other applications; for instance, how to incorporate the concept of no-arbitrage in the AI/ML models. This research will explore a finance-inspired learning approach which integrates financial concepts and data into the building of AI/ML models. The goal is to achieve results that are more effective than traditional methods.

Fields of research

• Computational finance
• Option pricing
• Stocking trading
• AI/ML
• Scientific Computing