Do you want to do research in Financial Engineering, algorithms, econometric models, quantitative strategies for profiting in financial markets?
We are currently (2016 onwards) interested in studying: 1) Forex market; 2) Measures of market liquidity; 3) Multiple Kernel Learning and applications to Finance.
Type: TFG or Master.
Programming skills: R or Python or C++ or great willingness to learn.
Desirable background knowledge: Statistics and probability, stochastic processes, time series analysis, finance, econometrics.
Contact person: Argimiro Arratia