The Centre for Quantitative Finance and Investment Strategies (CQFIS) at Monash University was established in 2017 within the Faculty of Science.
The mission of the centre is to develop and disseminate research studies and practice guidance on quantitative finance and investment strategies.
Its target audience ranges from academic researchers to industry practitioners.
The research at the centre is supported by cutting edge tools of stochastic control, theoretical and empirical asset pricing, financial econometrics, machine learning and data science.
The Centre has been supported by BNP Paribas including the provision of their internal market data for research works.