Philip Treleaven is Professor of Computer Science at University College London and leads, with Tomaso Aste, SRC research efforts at UCL. Philip is also Director of the UK Centre for Financial Computing. The Centre is a collaboration of University College (UCL), London School of Economics (LSE), London Business School (LBS) and the major investment banks. The Centre has over 70 PhD students working on computational finance/economics, and is unique in placing them in banks, funds and regulators to develop advanced analytics and software.
Researchers in the UK Centre for Financial Computing have worked closely with the major investment banks and funds developing algorithmic trading system, as well as with governmental institutions and regulators on high-frequency trading (HFT) and systemic risk. The Centre is also starting work on the modelling of financial policy modelling, using techniques such as agent-based modelling.