Our research develops practical insights and tools that apply our expertise and technology to prevailing industry challenges. We hope this is useful, and please reach out to us if you would like to explore these topics any further.
Quantitative algorithmic and financial engineering, Data science,
Abstract. We propose a Traffic Light approach to backtesting Expected Shortfall which is completely consistent with, and analogous to, the Traffic Light…Read more
Business process engineering and data organisation, Data science,
The convergence of new businesses models, new technologies and new regulations are giving many capital markets firms the impetus they need to resolve structural…Read more
Cloud engineering, Business process engineering and data organisation, Data science,
Big data is not a solution in itself; it’s a process accelerator – as is the case with most technologies.Read more