Overview
Mathematical Logic
Foundations of mathematics
Domain theory
Computability theory
Publications
Paul Bilokon, Abbas Edalat. A domain-theoretic approach to Brownian motion and general continuous stochastic processes. CSL-LICS '14 Proceedings of the Joint Meeting of the Twenty-Third EACSL Annual Conference on Computer Science Logic (CSL) and the Twenty-Ninth Annual ACM/IEEE Symposium on Logic in Computer Science (LICS), 2014.
Paul Bilokon, Abbas Edalat. A domain-theoretic approach to Brownian motion and general continuous stochastic processes. Theoretical Computer Science, 2017, 691, pp. 10-26.
Probability theory
Frequentist and Bayesian methods
Stochastic filtering
Markov chain Monte Carlo methods
Publications
Paul Bilokon, James Gwinnutt, and Daniel Jones. Matthias Ehrhardt, Michael Guenther, and Jan ter Maten (Eds.). STRIKE - Novel Methods in Computational Finance. Stochastic Filtering Methods in Electronic Trading. Springer-Verlag, 2017.
Machine Learning
Neural networks
Reinforcement learning
Applications to finance
Applications to drug discovery
Publications
Matthew Dixon, Igor Halperin, and Paul Bilokon. Machine Learning in Finance: From Theory to Practice. Springer, 2020.
Finance
Foreign exchange spot and derivatives
Credit cash and derivatives
Interest rates
Risk analysis: VaR and related risk measures
Prime brokerage
Publications
Matthew Dixon, Igor Halperin, and Paul Bilokon. Machine Learning in Finance: From Theory to Practice. Springer, 2020.
Algorithmic trading
Electronic market making
Automation of trading
Electronic trading platforms
Publications
Jan Novotny, Paul Bilokon, Aris Galiotos, and Frederic Deleze. Machine Learning and Big Data with kdb /q. Wiley, 2019.
High-frequency Trading
High-frequency trading strategies
Low latency programming
Time series databases: kdb /q
Publications
Jan Novotny, Paul Bilokon, Aris Galiotos, and Frederic Deleze. Machine Learning and Big Data with kdb /q. Wiley, 2019.
Scientific Computing
Python, C, C , Java
High-performance computing
Quantum computing