Adviser
David T. Cliff FRSA FIMA FBCS CITP is a Professor in the Department of Computer Science at the University of Bristol.
Director of the School of Engineering Mathematics and Technology at Bristol University.
Cliff is the inventor of the seminal "ZIP" trading algorithm, one of the first of the current generation of autonomous adaptive algorithmic trading systems, which was demonstrated to outperform human traders in research published by IBM.
Cliff spent the first seven years of his career working as an academic, initially at the University of Sussex UK and then as an associate professor in the MIT Computer Science and Artificial Intelligence Laboratory, Cambridge USA.
In early 2005, Cliff moved to Deutsche Bank's Foreign Exchange trading floor in London, where he worked as a director in Deutsche's FX Complex Risk Group.
In late 2005 Cliff was appointed Director of a UK national research consortium, addressing issues in the science and engineering of Large-scale Complex IT Systems.
His primary areas of expertise are:
computer systems for trading in financial markets
stress testing in financial markets
machine learning