Computational finance and economic systems is a rapidly growing, interdisciplinary field that blends mathematical and statistical methods, computer science, finance, and economics to quantitatively understand and effectively solve a range of complex problems that affect societies. Over the last several decades, quantitative finance has changed global markets in a foundational way.
Since its founding in 2002, CoFES researchers have specialized in modeling dynamic microeconomic and macroeconomic systems, econometrics, and in the development of algorithms and forecasting techniques based on high-dimensional time-series data, artificial intelligence and machine learning, block chain technologies, Bayesian methods, and stochastic processes.
The research emphasized by CoFES has evolved into new arenas in global markets and the financial technology landscape. Applications, which have benefited a wide cross section of industries, have included cutting-edge investment science, emerging markets, market trading, hedge funds, and financial risk management.
Knowledge gained through CoFES research is disseminated through undergraduate and graduate curriculum, publications and technical reports, Eubank Conferences and short courses, as well as through leadership and involvement in professional associations.