Algorithms for finances and engineering

The Problem

• Simulating complex, real-life scenarios requires highly accurate and mathematically efficient algorithms
• Algorithms are often limited by quality of the inputted data, and can be computationally expensive to run for application in the real-world.

Our research

• Developed ground-breaking algorithms that improve the accuracy of risk calculations for investment banks
• The same algorithm principles have also been applied to optimise engineering designs
• Collaborated with Numerical Algorithms Group (NAG) Ltd to turn our pioneering algorithms into a commercially available resource for banking institutions and engineering firms to utilise.