About the Laboratory

In the modern world, artificial intelligence (AI) technologies play an important role in various fields, including mathematical finance. The merging of these two fields creates new opportunities and perspectives in data analysis, market trend forecasting, and financial strategy optimisation. While many financial mathematics models have been developed for use in liquid markets, the quality of models for illiquid markets remains inadequate. The use of AI methods is the next step in the development of mathematical finance, particularly the microstructure of the market.

The Laboratory of Artificial Intelligence in Mathematical Finance conducts regular research on the use of AI to solve scientific and applied problems in the field of mathematical finance. The laboratory's key research areas include multi-agent systems, reinforcement learning for market maker and asset hedging, and generative models. The laboratory is already actively negotiating with industrial partners about possible projects and research.