Computational Finance Lab

Dislocation segment example — A diagram of two dislocation segments. Please click the image for more details. The image is Figure 2 from "Fragmentation and Inefficiencies in the U.S. Equity Markets: Evidence from the Dow 30".

What is Computational Finance?

We extend from Blake LeBaron’s [2000] overview for a simple yet overarching definition of Computational Finance - the interdisciplinary application of numerical methods to measure and model the behavior of financial systems.

What is Computational Finance?

About MITRE

MITRE's mission-driven teams are dedicated to solving problems for a safer world. Through its federally funded R&D centers and public-private partnerships, MITRE works across government to tackle challenges to the safety, stability, and well-being of both the nation and the world.

UVM Partnership

One of these public-private partnerships is between MITRE and the University of Vermont to collaborate on innovative research at the Vermont Complex Systems Center. Computational Finance Lab, or CompFi, is yet another research initiative to stem from this partnership.

Our Members

Founded by Brian Tivnan, our lab has grown to include numerous researchers from MITRE, UVM, and beyond. You can learn more about our members here. For those interested in joining our team or collaborating with us, please get in touch!

Affiliated Organizations

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.