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The application of advanced mathematics and statistics in the financial services sector is widespread. The Newton Gateway to Mathematics has developed a number of activities in this area, particularly for mathematical modelling and computational methods, working closely with industry stakeholders. The Gateway works as a delivery partner with the Cantab Capital Institute for the Mathematics of Information (CCIMI)  on end-user engagement and interaction. CCIMI accommodates research activity on fundamental mathematical problems and methodology for understanding, analysing, processing and simulating data, including in the financial markets. 

Previous Activities

On Thursday 14th November 2018, TGM delivered the third Cantab Capital Institute for the Mathematics of Information – Connecting with Industry day. The main focus of this event was as an industrial engagement day that provided an update on research and collaborations taking place at the CCIMI, as well as presenting research being developed elsewhere.The talks highlighted research taking place at CCIMI, with associated industrial engagements and will look to explore the big questions in data science where mathematics is most suited to help provide answers.There was lso be a session hosted by CCIMI students which they developed and delivered as a group.

On 24th May 2018, the TGM delivered The Mathematics of Machine Learning - A Research Conference of the Cantab Capital Institute for the Mathematics of Information. This was the second annual academic conference from CCIMI and focused on the academic interactions taking place related to the mathematics of machine learning.

This one day conference brought together those academics working to advance data science and provided an update on research and collaborations taking place at CCIMI, associated challenges and other potential collaborative opportunities, as well as highlighting projects being developed elsewhere related to machine learning.

On 1st February 2018, the TGM delivered Taming Uncertainty in Mathematical Models Used in the Private and Public Sectors as part of the six month Programme at the INI on Uncertainty Quantification for Complex Systems: Theory and Methodologies. This event concentrated on how to handle uncertainty arising from the use of computer models and featured three end-user sessions including talks from the engineering, financial and healthcare sectors. These described how uncertainty is managed at present in a number of organisations and explored if we can cross-fertilise, for example, between engineering, finance and medicine.

On 22nd November 2017, the TGM delivered the 2nd Industry engagement day for the Cantab Capital Institute for the Mathematics of Information. The main focus of this one day conference event was as an industrial engagement day that provided an update on research and collaborations taking place at CCIMI, as well as highlighting projects being developed elsewhere. The talks will explored research taking place at CCIMI, with associated industrial engagements and looked at the big questions in data science where mathematics is most suited to help provide answers.

In collaboration with the Alan Turing Institute, the TGM developed and delivered a one day Algorithmic Trading: Perspectives from Mathematical Modelling event in London in March 2017. It aimed to disseminate the latest advances in quantitative modelling and empirical studies on the impact of HFT and algorithmic trading on markets, with an emphasis on emerging phenomena and implications for risk management and policy. Additionally, the talks and discussion session highlighted potential strategies which could mitigate against negative effects and risks of algorithmic trading in the future. A TGM case study about the event highlights the key challenges and opportunities of HFT. 

In partnership with University College London (UCL), the TGM hosted Big Data Analytics for Financial Services on Thursday 7th January 2016 at UCL, London. This half-day event embedded within the UCL Theory of Big Data Conference, aimed to address some of these issues through a series of talks from leading industry and academic experts. The focus was on Big Data Analytics - the process of examining large data sets containing a variety of data types to uncover hidden patterns, unknown correlations, market trends, customer preferences and other useful business information. Presentations specifically addressed issues within the areas of systemic risk and financial regulation.

The 1st UCL Theory of Big Data Conferencetook place in January 2015 and included a half day TGM workshop, Coping with Big Data - an Analytics and Computational Perspective. brought together leading expertise in the areas of Big Data methodology, analytics and computation and provided an insight into the latest approaches and techniques needed to cope with this rapidly developing and important area.

In April and May 2015, the TGM hosted a series of 3 afternoon workshops Reasoning via Formal Models in Economics. This course of 6 lectures explored the purposes of mathematical modelling in the social sciences and illustrated them with examples from the literature. The talks were each given by Professor Sir Partha Dasgupta, FRS,FBA and Nobel Prize winning Professor Eric Maskin. The lectures were supported by the ESRC Impact Acceleration Account.

As part of the Isaac Newton Institute programme on Systemic Risk, the TGM developed and jointly organised an event with the Bank of England on Systemic Risk and Macro-Prudential Regulation: Perspectives from Network Analysis on 13th October 2014 in London.

In March 2014 the TGM ran a workshop on Mathematics for the Prediction of Financial Risk with speakers from Deloitte, Barclays and the University of Cambridge Statistics Laboratory, and the event carried CPD points from the Institute and Faculty of Actuaries and presented various state-of-the-art mathematical models for predicting financial risk.