• KY16 9AL

    United Kingdom

Accepting Postgraduate Research Students

PhD projects

1. Statistical inference and multiple hypothesis testing for controlling data mining issues in factor modelling and trading strategies.
2. Hedge/Mutual fund performance evaluation using multiple hypothesis testing frameworks.
3. Modelling the realized volatility of overnight stock returns.
4. Algorithmic trading and the effects on hedge fund performance.
5. Financial market predictability with artificial intelligence and machine learning techniques.

Commissioned report

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