Posted in Research Topics.
Industry Focus
- Securities Settlement Systems
- Specialist consultant to Accenture
- Cedel Bank (Clearstream) Securities Settlement algorithms - multilateral net settlement with automated lending
- Optimal Netting (TM) algorithms and architecture
- CRESTCo circles algorithms - detecting cyclic transaction dependencies during gross settlement
- Banking Payments Systems
- Specialist consultant to Accenture
- Lloyds TSB Straight Through Payments system - architecture design
- Electronic Trading Architectures
- System Simulation and Algorithm Design
- Specialist consultant to Accenture
- Executable specification languages for algorithm simulation and testing on real data
- Semi-automated translation of algorithms from high-level specification into C++
- Artificial Intelligence techniques for stock picking (Genetic Programming)
- Systemic Risk and Regulatory Data Management (JWG)
- Capacity Exchanges (Z/Yen)
- Law (Legistics)
- Smart phone memory management (Symbian)
- Oilfield simulation (Amoco)