We are currently involved in the following R&D initiatives:
1. High Speed Trading: augmenting the analytics capacity and performance of (Pattern) Day Traders.
As financial leverage can trigger rapid returns or generate fast big losses, pattern trading can be very profitable or very unprofitable. With very high risk involved, there is a strong need for real time analytics tools able to support traders and enable them to make the right decision, at the right time, with the appropriate reaction speed. In this respect, we are currently developing such analytics support, where pattern traders can survive and thrive in an ever complex financial world.
2. Financial Big Data, Risk and Regulation: compliance monitoring.
The Financial Services industry is amongst the most data driven of industries. Billions of market related messages, industry related economic information and data on individual company and contract markets distributed globally in real time. However, the industry has relied on older technologies to handle this ever-increasing data and analytics burden. Further, The regulatory environment for this industry requires an understanding of multiple types of data such as order and trade execution, market data for bids and offers, order book information, news and economics data, post trade data, etc. Within FIORD group , we are looking at how market participants and regulators could monitor compliance with evolving trading rules across regions such as the EU and USA. A first published paper by FIORD group can be found here: Financial Ontologies Paper
3. Cyber Threat Security in the Financial Cloud: real-time cyber threat detection and analysis.
The shift towards cyberspace created a very wide range of opportunities for various criminal activities, in both real and virtual world, such as identity theft and fraud on an unprecedented scale. This is in particular critical for financial institutions, as well as government agencies that are being exposed to new and pervasive threats that hard to identify and contain. In the same time at every second, massive volumes of real time new data are being created worldwide. In order to process efficient such data to identify vulnerabilities and threats, robust analytics platforms capable of handling such volumes and complexities are required. We are focusing on developing analytics tools that helps identify threats and subsequently the relevant security gaps for financial institutions and their users that connect to new networks and thus exposing their systems to potential new entry points for cyber-attacks.
4. EU Projects
Member of the Management Committee of Multilingual and Multifaceted Interactive Information Access project - a science and technology networking project allowing the coordination of research on a European level.