SAIP2026

General Applications of High Energy Physics methods to financial systems,

8 Jul 2026, 15:30

20m

Lecture Hall GH3 (University of the Western Cape)

Oral Presentation Track B - Nuclear, Particle and Radiation Physics Nuclear, Particle and Radiation Physics -2

Speaker

Nkosiphendule Njara

Description

High-energy physics (HEP) experiments operate in data-intensive environments characterised by high event rates, complex detector systems, and the need to extract rare signals from significant backgrounds. This has led to the development of well-established methodologies for data acquisition, event selection, statistical inference, and large-scale data processing. In this work, we explore the general applicability of HEP-inspired methodologies to financial systems, which similarly involve continuous data streams, significant noise contributions, and intermittent extreme events. Rather than focusing on domain-specific financial modelling, the emphasis is placed on the transfer of data analysis frameworks developed within experimental particle physics. We investigate the adaptation of Monte Carlo techniques for modelling stochastic behaviour, likelihood-based approaches for parameter estimation, and event-selection strategies analogous to trigger systems used in collider experiments. In addition, concepts from detector data processing such as background estimation, noise filtering, and signal reconstruction are applied to financial time series to identify anomalous behaviour and characterise variability.The results demonstrate that HEP methodologies provide a systematic and scalable framework for analysing complex, high-dimensional datasets beyond traditional physics applications. This work highlights the broader relevance of experimental particle physics techniques in addressing challenges in financial data analysis and other data-driven domains.