|
|
Overview
The Financial Engineering Research Group (FERG) at the University of Virginia is a focal point for research and development on
the modeling, risk management, and information technology aspects of credit and finance.
The FERG also promotes education in financial engineering and the transfer of basic technology to interested
companies.
The FERG encompasses a wide range of research interests that bear on financial engineering. Representative areas include:
- Data Mining and knowledge discovery.
- Scoring, classification, and predictive models.
- Risk management and portfolio optimization.
- Information technology.
FERG researchers specialize in engineering rapid-response solutions to real problems in credit and finance. Projects that we
have undertaken for industry cover a wide variety of topics, including:
- Credit scoring algorithms and decision strategies.
- Valuation of intellectual property.
- Pricing of exotic options.
- Web-based systems for credit scoring and credit portfolio analysis.
|
|
|
