gatpierRigor first
A useful model begins with explicit assumptions, clear definitions and results that can be examined.
ABOUT GATPIER
Research built
for complexity.
Gatpier is an independent research group working where quantitative finance meets advanced computation.
MATHEMATICS · COMPUTATION · MARKETSQFADHPCDL
Quantitative finance / Automatic differentiation / High-performance computing / Deep learning
WHAT WE DO
Mathematical depth.
Computational reach.
We develop and apply mathematical models, automatic differentiation, high-performance computing and deep learning techniques to market analysis, risk management and derivatives pricing across equities, energy, precious metals and rates.
Alongside our research, we design educational programmes focused on the quantitative and technical skills required in modern finance.
RESEARCH CULTURE
How we approach
the work.
Compute with purpose
Advanced methods matter when they make difficult questions tractable, measurable and easier to understand.
Intellectual honesty
We value limitations, sensitivity analysis and careful interpretation as much as the output of a model.
THE TEAM
Different strengths.
One research culture.
Mohammad Jalali
Research Lead & Research Advisor
Mohammad works across distributed systems, parallel computing and machine learning. His graduate research at the University of Tehran includes published work on distributed optimization and parallel algorithms for sparse principal component analysis.
At Gatpier, he leads the research direction and advises on computational methods, technical programmes and research collaborations.
Profile & publicationsTechnology Advisory
Co-founder & IT Advisor
Guides Gatpier’s technology direction and advises on the systems, infrastructure and technical choices that support the group’s research.
The role connects research needs with dependable computing environments and the practical delivery of Gatpier’s educational work.
ContactOUR FIELD OF VIEW
Where the
disciplines meet.
Quantitative financeFinancial mathematicsAutomatic differentiationHigh-performance computingDeep learningTechnical education
RESEARCH · EDUCATION · COLLABORATION