There are a number of Principle Investigators at the university with an interest (to varying degrees) in algorithmic finance.
Prof Simon Godsill
Prof Zoubin Ghahramani
Prof Bill Fitzgerald
Prof Chris Rogers
Prof Oliver Linton
Dr Stephen Satchell
Prof Michael Dempster
Prof Yuri Suhov
Prof Hashem Pesaran
Prof David Spiegelhalter
Prof Andrew Harvey
Prof David Mackay
In addition to these principles, some of their group members may have an interest in the subject too.
All the finance work at Cambridge falls under the umbrella of Cambridge Finance . Within this group up to now the Centre for Financial Research (CFR) has been the only section covering quantitative aspects of finance, though its focus is wide and covers regulation, pensions, OTC derivatives among others.
Outside Cambridge, there are several academic groups that work in this area, which include:
The Oxford-Man Institute, Oxford University.
The Centre for Computational Finance and Economic Agents, University of Essex.
Centre in Financial Computing, University College London.
Financial Mathematics and Computation Research Cluster, University College Dublin and Dublin City University.
