• Asset valuation and trading
• Corporate distress
• Currency models
• Derivatives
• Hedging Strategies
• Pricing
• Portfolio management
• Retail finance
• Risk management
• Tactical asset allocation
• Term structure models

Methodologies:

• Adaptive/Kalman filtering techniques
• Automated reasoning
• Classification
• Context free languages
• Econometrics of high frequency data
• Extreme value statistics
• Fuzzy systems and rough sets
• Genetic algorithms and genetic programming
• Global optimization
• Hypothesis testing and confidence intervals
• Intelligent trading agents
• Model identification, selection and specification
• Neural networks and machine learning
• Probabilistic modeling/inference
• Resampling and Monte Carlo methods
• Robust model estimation
• Time series analysis