Epistemic Overview
A world-leading centre for interdisciplinary research in financial quantitative finance, with a focus on alternative data and machine learning.
Founded
2007
Director / President
Prof Álvaro Cartea (Director)
Category
Research Institute
Research Domains
Timeline
Sep 2007
The Oxford-Man Institute of Quantitative Finance is founded as a collaboration between the University of Oxford and Man Group.
c. 2012
The OMI's research focus expands significantly into machine learning and data-driven finance, moving beyond traditional quant models.
2016
Man Group commits to a further £13.5 million in funding to continue the OMI's research for another five years.
2019
OMI researchers (e.g., Prof. Álvaro Cartea) publish key papers on 'Algorithmic and High-Frequency Trading' using AI.
2023
The institute is a world-leader in applying deep learning and reinforcement learning to financial trading strategies and risk management.
2024
Prof. Álvaro Cartea serves as Director, leading research on market microstructure and systemic risk.
Events
(Note: OMI hosts a regular seminar series, which may be internal or not updated in the public search.)
Influential Papers / Notable Research
Application of deep learning models for financial time-series forecasting and volatility prediction.
Research on algorithmic trading, market microstructure, and the impact of AI on financial stability.
Development of new data-driven models for systemic risk and financial network analysis.