2022 Research Highlights

  • AIFMRM published eight journal articles in 2022, three of which appeared in A*-rated journals – the Journal of Banking & Finance, the Journal of Economic Dynamics & Control and the Journal of Financial Intermediation.
  • The 7th Financial Mathematics Team Challenge (FMTC) took place in July 2022 after a two-year hiatus due to the pandemic.
  • AIFMRM held a two-day industry Machine Learning for Quantitative Finance Masterclass in Johannesburg in October.

Research activities