Events

The Annual Meeting of the Centre for Topological Data Analysis, and Centre-to-Centre grant meeting

Please note accommodation options are available to add to your basket once you have selected your attendance category below

Instructors: Prof. Mike Giles (morning); Dr Hans Buehler, Prof. Blanka Horwath, Prof. Mikko Pakkanen, Dr Ben Walker (afternoon)

For details see: https://iccf26.web.ox.ac.uk/speakers-and-program

The first part of this mini-coure gives an introduction to the use of adjoints in computational finance. AAD (Adjoint Algorithmic Differentiation, or sometimes Adjoint Automatic Differentiation) is used extensively in computational finance for estimating sensitivities (Greeks), especially when estimating the sensitivity of a single option value to changes in a large number of input parameters (such as future interest rates or correlation coefficients). The mathematics is also the same as back-propagation in machine learning, computing the sensitivity of the average mis-match to training data to changes in all of the neural network coefficients. The second part offers an accessible introduction to modern sequence models — from the mathematical foundations of transformers and tokenisation through to state space models and neural differential equations — with a particular focus on their emerging role in computational finance. The course is designed for PhD students and researchers with a background in probability, stochastic analysis, or quantitative finance who wish to understand both the theoretical underpinnings and the practical impact of these architectures.

The 6th International Conference on Computational Finance will be held at St Catherine's College, Oxford, 1-4 September 2026. It is organised jointly by the Mathematical and Computational Finance Group at Oxford's Mathematical Institute and the Oxford Man Institute of Quantitative Finance.

The ICCF has become a focal point for the academic and industry community to share and discuss the latest developments through a combination of plenary lectures, mini-symposia, contributed talks, and round table discussions. It offers access to the cutting edge of computational finance research, networking opportunities, and the possibility to submit papers to special journal issues. For details see https://iccf26.web.ox.ac.uk 

Individual day rate are available by selecting the £0 conference attendance option below. You may then add day rates for £250 each to your basket.