H2020-MSCA BigDataFinance PhD candidate in Machine Learning for Risk Management in …

Machine Learning for Risk Management in Trading ActivitiesThe main objective of the project is to develop a prototype framework for pricing and risk management using machine learning algorithms and a large variety of heterogeneous and high-volume data, including tick-by-tick quotes of bond prices, market data underlying economic indicators (such as interest rates, foreign exchange rates, inflation rates, and commodity prices) and news feeds. This predictive analytics framework will be used to understand hidden structures in the data and as a test bed for trading risk management with a strong emphasis on back-testing of algorithms in real and artificially simulated environments. The research should lead to scientific publications which will be the basis for the PhD thesis.Organizational context:The Quantitative Analytics group is part of the department ING Financial Markets (FM). FM…


Link to Full Article: H2020-MSCA BigDataFinance PhD candidate in Machine Learning for Risk Management in …