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Financial Engineering Lab

FEL is a unit of Intelligent Systems Laboratory (ISL).

Researchers in the Financial Engineering Lab (FEL) develop and apply methods from AI, Machine Learning (ML), Data Science, and advanced simulation/modelling techniques to explore and address issues in present-day and future financial systems. FEL research spans from the “micro” of creating reliably profitable adaptive automated trading systems that can operate autonomously in contemporary electronic financial markets; through intermediate-level issues such as the design of novel market mechanisms and institutions; to “macro” level issues such as modelling and predicting systemic risk and stability in entire national or international financial systems.