Research Centre for Quantitative Finance (RCQF)

The Research Centre for Quantitative Finance aims to promote research, education, and academia-industry collaborations in the field of quantitative finance. The centre will bring together experts from relevant fields such as finance, mathematics, statistics, and data science at the Hong Kong Polytechnic University. Our objectives are three-fold:

1. Research: to build up a locally and globally recognized research platform in quantitative finance. The centre will advance cutting-edge research in three topical areas of this field that require advanced quantitative techniques and are of strategic importance to Hong Kong as an international financial hub: a) pricing and hedging of financial derivatives, b) portfolio management, and c) financial technology.
2. Education: to offer training courses and/or help develop graduate programs in quantitative finance, in collaboration with other academic departments or universities. The centre will provide students and professionals with up-to-date knowledge and skills in quantitative finance, catering to the growing demands for highly skilled young talents in both academics and financial industry.
3. To promote academia-industry collaborations in quantitative finance. The centre will carry out industry projects that are of current interest to local or regional financial industry, aiming at developing innovative financial products, portfolio strategies, and financial technology.