Optimal control, high frequency trading and Levy processes.
Machine learning, portfolio optimisation, equity and fixed income
Big Data, Distributed Computing
Machine Learning, Bayesian inference, computational statistics
Approximate Inference in Probabilistic Unsupervised Learning and applications in finance
Time series forecasting (Machine learning/econometrics), Trading strategies based on risk-factor pricing models (momentum, low-volatility, size, value, income)
Financial Systems Engineering
Deep learning in a time series context