gatpierBook a call Mathematical modeling
Models that translate market structure, uncertainty and nonlinear relationships into testable research questions.
QUANTITATIVE FINANCE × ADVANCED COMPUTING
GATPIER RESEARCH / 01Researching
the systems
behind markets.
We work at the intersection of quantitative finance and advanced computational methods.
THE INTERSECTION OFMathematics.
Markets. Computation.
Markets. Computation.
RESEARCH-LED. COMPUTATIONALLY DRIVEN.Scroll to explore ↓
OUR FOCUS
Complex markets call for
rigorous methods.
Gatpier is a research group developing and applying mathematical models, automatic differentiation, high-performance computing and deep learning to market analysis, risk management and derivatives pricing.
01 / RESEARCH METHODS
From hypothesis
to computation.
We combine financial mathematics with modern computational techniques to examine value, sensitivity and risk.
Automatic differentiation
Efficient sensitivities and automatic Greeks for derivatives pricing and risk analysis.
High-performance computing
Parallel and distributed methods for computationally demanding financial problems.
Deep learning
Researching data-driven methods for complex signals, representations and market analysis.
QUANTITATIVE LENS
Model the value. Compute the sensitivities. Examine the risk.
Δ Γ ν Θ02 / MARKETS
Research across
connected markets.
Equities
Market structure, signals and risk.
Energy
Oil markets, dynamics and uncertainty.
Precious metals
Gold and cross-market relationships.
Rates
Interest-rate dynamics and derivatives.
03 / EDUCATION
Skills for
modern finance.
Alongside our research, we design educational programmes focused on the quantitative and technical skills required in modern finance.
Financial mathematicsProgrammingData & machine learningComputational methods
04 / ABOUT GATPIER
A research group built around
curiosity and computation.
Our work connects quantitative finance, advanced computing and technical education. We pursue careful research, transparent methods and practical understanding of complex financial systems.
Mohammad Jalali
Research Lead & Research Advisor
Mohammad’s background spans distributed systems, parallel computing and machine learning. His graduate research at the University of Tehran includes published work on distributed optimization and parallel algorithms for sparse principal component analysis.
Profile & publicationsIT Advisory
Co-founder & IT Advisor
Guides Gatpier’s technology direction and advises on the systems, infrastructure and technical decisions that support the group’s research and educational work.
ContactRESEARCH · EDUCATION · COLLABORATION