FMC² - Financial Mathematics and Computational Research Cluster - Dublin

Prof. John Cotter
Centre Director
Tel: +353 1 716 8900
Innovation in Services and Business Processes

The Financial Mathematics and Computation Cluster (FMC2) is a research collaboration between industry, UCD, DCU and Maynooth University. The group brings together complementary expertise in financial mathematics, financial economics and computer science to create a holistic research programme in asset and risk management.

The main objective of FMC2 is to create a globally recognised research centre that will provide essential support for the future development of the international service sector in Ireland. To achieve this the cluster provides support for innovation activities of Irish-based international financial companies by addressing crucial research questions and expanding the research and development capacity of the financial services sector in Ireland. The cluster also creates a steady supply of highly skilled postdoctoral researchers and PhD graduates, as well as supporting an annual MSc internship programme. This supply of trained personnel aims to facilitate the growth of the sector in Ireland. In addition, the cluster provides a programme of industry focused events bringing world-class researchers and industry practitioners together to discuss topical issues concerning the sector.

Research areas:

  • Robust asset allocation
  • Fund performance evaluation
  • Algorithmic trading
  • Asset pricing and risk
  • Portfolio, pension and real estate risk

Research performed by:

  • University College Dublin
  • Maynooth University
  • Dublin City University