Research Interests: Stock Markets, Algorithms, Chaos Theory, Forecasting, Causality, A.I.
Research project title: Finding Hidden Structure in Financial
Project description: My target is to uncover hidden interactions between financial time series such as stocks, bonds and CDS and apply statistical arbitrage and forecasting enhancement by mining couplings that cannot be captured by industry-standard tools (i.e. correlations).
Supervisory team: Primary Supervisor: Dr. Athanasios A. Pantelous, Secondary Supervisor: Dr. Konstantin M. Zuev