About
Maximilian Goehmann recently completed his PhD in Management at LSE, specialising in Information Systems and Innovation.
His research examines how artificial intelligence and automated trading systems interact with imperfect financial data, and how seemingly minor data errors can develop into wider risks to market stability.
Combining quantitative market-data analysis with qualitative research, he develops practical insights for the governance and regulation of AI-driven financial markets. His work has informed evidence submitted to the UK Parliament Treasury Committee’s inquiry into AI in financial services and was supported by an LSE Phelan US Centre PhD Summer Research Grant.
Maximilian also holds an MSc in Management of Information Systems and Digital Innovation from LSE and previously studied Diplomacy and Data & Systems Analysis at the University of Oxford.
Job Market Paper Title
- A Quantitative and Qualitative Investigation of Disputable Data in NBBO Datasets
Publications
- Written evidence submitted to the UK Parliament Treasury Committee inquiry on AI in Financial Services (AIFS0046), 2025.
- AI and the Stock Market: Are Algorithmic Trades Creating New Risks? LSE Research for the World, 2025.
Working / Conference Papers
- Regulating Automated Trading: Financial Data Integrity and Market Stability in the U.S.
Expertise
AI and machine learning in financial markets; automated and high-frequency trading; financial data quality and integrity; anomaly detection;; systemic risk and market stability; and data-centric financial governance.