The School of Computing is currently inviting applications for a three-year PhD scholarship in machine learning for portfolio optimisation.
Our group member Michael has an exciting new PhD opening.
About the PhD Project:
Portfolio optimisation is the process of selecting the best portfolio (asset distribution) according to some objective(s). Objectives are often conflicting, e.g. maximising expected return and minimising risk. The goal of this project is to create novel machine learning algorithms for portfolio optimisation. The candidate will have the opportunity to work on a major real-world financial problem and improve the existing ways of optimising portfolios. Good programming skills are essential, as the project will be programming focused. Knowledge of machine learning and/or finance is also advantageous, but not compulsory.
Funding information:
Fees (at UK/EU level): covered
Additional contribution towards expenses: £5,000 per year for 3 years.
Further details about this position can be found here.