University College London
Department of Computer Science
New Engineering Building
London WC1E 7JE
TEL : +44 020 7679 7288
FAX : +44 020 7387 1397
A map of UCL can be found here and directions to my office (6.13, New Engineering Building) here.
My research and teaching interests cover Financial Services (e.g. computational finance and algorithmic trading) and the Creative Industries (e.g. anthropometrics surveys using 3D Body Scanners). In Financial Services we have major and unique collaborations with Reuters, Deutsche Bank, Credit Suisse, Goldman Sachs and other leading investment banks, who have donated a virtual trading floor.
As Director of the Financial Computing Centre I am responsible for the UK PhD Centre for Financial Computing; a joint Doctoral Training Centre involving UCL, LSE, LBS and 15 major financial institutions.
Previously I was Pro-Provost, responsible for UCL's International Relations with Asia, specifically South East and East Asia. This involves assisting with fund raisoing, alumni, international collaboration and liasing with business and government organisations.
I am principally known for pioneering the use of computational techniques in finance, where my team's research underpinned much of the early work on automated fraud detection, and led to the launch of the highly successful SearchSpace company. Today I work in areas such as Algorithmic Trading. I have pioneered the use of virtual environments and computer graphics (e.g. 3D Body Scanning) for the Clothing Industry, including being Director of the UK National Sizing Survey (SizeUK) and launching the Bodymetrics and Sizemic fashion technology companies. further details...
My teaching interest centre on 'industry-based' courses which attract 400-600 students per year, and use industy speakers to enrich the content. The three courses are: Financial Computing - with lectures from Goldman Sachs, Deutsche Bank, Reuters and the FSA; Introduction to Business & Entrepreneurship - PWC, leading lawyers and VCs; and MultiMedia Computing - with speakers from Microsoft, mBlox and video games companies. The Financial Computing course has been commended by the Lord Mayor, and was the subject of articles in the Financial Times and the Sunday Telegraph.
Based on the popularity of the Financial Computing course, I ( and Chris Clack) have now set up a whole Financial Computing Masters programme in conjunction with a consortium of Investment Banks. This is supported the the UCL Financial Computing lab. a virtual trading floor. further details...
I have been in the forefront at UCL in establishing courses and an infrastructure to encourage Entrepreneurship. This includes the highly popular 30-lecture foundation course Introduction to Business & Entrepreneurship. The Computer Science Department, to encourage people to exploit their research, also allows staff and PhD students to start companies 'at their desk'. A number of companies are being incubated in the Department. I have published a number of books in the area and led the UK Government (DTI) Mission to the USA, Israel, Taiwan etc. study government schemes to support and encourage entrepreneurship. Recently I was asked by the Federation of Poles to do a weekend workshop on Entrepreneurship for graduate immigrants.
I am the Director of three companies and serve on the Advisory Board of a Venture Capital company. further details...
I serve on the Financial Services Skills Council Wholesale FS Working Group. Recently I was appointed by the Thai Government as Advisor on Computing and Electronics. During the 1980s I acted as the Advisory to the European Commission in the establishment of their Industry Programmes (ie. ESPRIT). This led to me acting as Advisor to a number of Governments, including the UK, Japan, Korea, Singapore and Brazil, who established similar Industry-University applied research programmes. further details...
I have published over 150 papers, graduated over 40 PhD studnets, lectured in over 50 countries, been an invited speaker a numerous conferences, and interviewed on television on a number of occasions. further details...