Centre for Financial Research of the University of Cambridge

If you are interested in AI for finance, you should know Michael Dempster. J

Social Science Research Network (SSRN)

Maintained by Michael Kearns. He did some nice work about Reinforcement Learning (RL) in MDPs, such as E^3. My research is also about RL but focus on POMDPs which are a generalization of MDPs. 

A very nice website that aims at AI-driven trading/investing.