I am currently a first year PhD student in Finance/Econometrics. I held a MSc degree in Finance and another MSc degree in Statistics. Having studied Mathematics at undergraduate level has equipped me with strong essential numerical and logical skills to research in the area of Finance. Conducting quantitative/statistical research, preferably on the financial market but other areas also considered, in a financial institution, university, or other research institutions would be my direction of future career. Any internship or placement opportunities in the above area are considered as valuable as well.
- Bangor University, PhD in Finance (1st year), 2016 - 2019
- Bangor University, MSc in Finance, 2015 – 2016
- University of Oxford, MSc in Statistics, 2014 -2015
- Imperial College London, BSc in Mathematics, 2010 – 2013
Exchange rates modelling, high frequency trading, econometrics, time series analysis (fractional integration, structural breaks), volatility analysis, machine learning and data mining (neural networks, Hidden Markov Models, Kernels).
Summary of research
I am currently working on modelling exchange rates with time series and neural network models and trying to build a model that combines the features of both types of models so that the new-built model has the advantage of being able to explain both linear and nonlinear characteristics of the exchange rates. Further work includes developing trading strategies implemented with the models built in previous researches.