Professor Christian Borch (Principal Investigator) Professor of Economic Sociology and Social Theory Email:; web:   
My current work revolves around a sociological examination of how algorithmic finance reshapes financial markets. I take a particular interest in organizational dimensions of algorithmic trading as well as how machine learning is changing the algorithmic trading space. I am also interested in how the rise of algorithmic finance changes the geographies of present-day financial markets. Some of these interests are reflected in my latest book Social Avalanche: Crowds, Cities and Financial Markets (Cambridge University Press, 2020).   Dr Kristian Bondo Hansen, Assistant professor Email:
My research explores the social forms of algorithmic finance, i.e. the contexts in which interaction takes place in algorithmic trading firms. More specifically, I am interested in understanding how work is organized in algorithmic trading firms and how this organizing shapes social interaction. Besides focusing on how the interactions of trading firm employees are affected by, e.g., the spatial ordering of the office, I am looking into the interactions that traders/programmers have with the algorithms their firms employ in the markets.     Dr Dan Souleles, Associate professor Email:   
I am an applied anthropologist with a PhD from Columbia University, and I study the ways in which different cultures and societies understand and create wealth, value, and poverty, as well as the belief systems that make relative levels of wealth and poverty tolerable. I have done field work with Catholic hermit monks, private equity investors, and on Employee Stock Ownership Plan companies (ESOPs), all in the United States. Given that anthropologists often do solitary field work, the AlgoFinance project is an unusual opportunity, as I am now part of an interdisciplinary research team. It seems that the only way we can understand current exchange and market behavior is through Agent-Based Modeling and computer simulation. In turn, those Agent-Based Models will only deliver credible results if their assumptions are built on rigorous fieldwork describing market ecologies and trading strategies – which is what I am contributing to the larger project.     Dr Bo Hee Min, Assistant professor Email: 
Bo Hee Min new
My research lies at the intersection of economic sociology, organization studies, and science and technology studies. I received a Ph.D. in Sociology at the University of Wisconsin – Madison. My dissertation explores the sociomateriality of the U.S. financial markets with a focus on the transformation of the U.S. financial markets due to the electronization of marketplaces and dominance of algorithms in trading activities. My dissertation also examines underlying societal factors such as organizational innovations and regulations. I am particularly interested in the complex interactions between organizations, individuals, and technology in constructing the financial markets.     Dr Nicholas Skar-Gislinge, Post-doc Email:  
I am a physicist with a background in Nanoscience and a PhD in Structural Biophysics from the Niels Bohr Institute, University of Copenhagen, where I have also previously worked as a post-doc. I have vast experience with mathematical modelling and am currently working on an agent-based model of algorithmic finance.     Pankaj Kumar, PhD fellow Email:  
I have a background in electrical and electronics engineering (Birla Institute of Technology, Mesra, India) and in data analytics/computer science (Shiv Nadar University, India). I have experience with execution in algorithmic trading and have previously worked as a data scientist in Prognoz, Moscow. My research interests include agent-based models, high-frequency trading, large-scale data mining, and deep learning. I am currently working on an agent-based model of algorithmic finance.   Research assistants: Zachary David
Currently I create trade execution analytics software for institutional investors. Previously I developed multi-strategy simulation environments and platforms for high-frequency execution in the Chicago trading industry. I provide the technical and theoretical foundation for the agent-based system underlying project AlgoFinance, which I believe is uniquely positioned to investigate more complex and empirically grounded behaviors in capital markets. I am member of the editorial board of the journal Algorithmic Finance.   Former student assistants: Caitlin Welch Alexander Schierbeck-Hansen  Noah Pryke Céline Eschenbrenner Frederick Greehy Licia Calcagno Sophia van Bon Maria Lucchi Alice Games Arthur Woodhouse Philip Dubow   Affiliated researchers:   Dr Ann-Christina Lange Email:
My research explores the social aspects of algorithmic and high-frequency trading. This research builds upon ethnographic observations and interviews with high-frequency traders and other industry participants. I am occupied with how the emergence of new technologies within financial markets transforms the ways in which we might conceptualize, empirically and methodologically investigate and generally understand the social. This research builds upon a broader interest in the various intersections between the social and the economic world, with a specific focus on finance, digital and spatial innovation, topology and measurement.        Dr Morten Kjaergaard, Post-doc Email:
I am a quantum information scientist with a PhD in nanoscience and quantum physics from the Niels Bohr Institute at the University of Copenhagen. I am currently a postdoc at the Massachusetts Institute of Technology (Boston, USA) and have a broad interest in applying methods and strategies from physics to understanding financial markets and financial agents.

Last updated by: Administrator User, CW 09/06/2021