Research

Our Research Pillar is a dynamic assembly of working groups dedicated to advancing the frontier of Financial Technologies.

Our Five Research Areas

Research Papers

Research by our resident PostDocs, colleagues and students.
International Journal of Economics and Financial Issues
Estimating Value at Risk and Expected Shortfall: A Kalman Filter Approach

1School of Economics, University of Cape Town, Cape Town, South Africa
2
Centre for Business Mathematics and Informatics, North-West University, Potchefstroom, 2351, South Africa.

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Max van der Lecq is part of the MPhil in Fintech Class of 2022. This article originates from his masters thesis supervised by Prof. Gary van Vuuren.
Proceedings of the 57th Hawaii International Conference on System Sciences | 2024
The Dynamic Effects of Blockchain-based Identity Management Adoption on Data Breaches

Sarah Mulombo Mulaji1, Irwin Brown2 and Sumarie Roodt3

1University of Cape Town
2University of Cape Town
3University of Cape Town

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Sarah Mulambo Mulaji is a PhD Researcher primarily interested in information & cyber security management and emerging technologies, especially blockchain applications and their impact on organisations and society.
Rosa Luxembourg Stiftung
When Finance Meets Big Data

Fabio de Masi

Research Fellow at the UCT Financial Innovation Hub

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Fabio De Masi is a former MEP and MP for Die Linke, where he was vice chair of the parliamentary group and its spokesperson on financial affairs. He is currently a research fellow with the Financial Innovation Hub of the University of Cape Town in South Africa.