Fred Liu
6 months ago
Economics University of Guelph in Canada
Degree Level
PhD
Field of study
Computer Science
Funding
Fully funded PhD in Economics
Deadline
Expired
Country
Canada
University
University of Guelph
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Keywords
Computer Science
Data Science
Finance
Natural Language Processing
Nlp
Quantitative Finance
Artificial Neural Network
Computational Finance
Feature Engineering
Economics
Machine learning
About this position
Funding details
Fully funded PhD in Economics
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These grants will support my PhD student and SSHRC Doctoral Fellow, Brett Barnes, during his 6-month visit to the Bank of Canada, where he will develop state-of-the-art NLP models to extract economic signals from English and French Canadian news. These signals will be key inputs into our broader research on multi-quantile deep learning models with feature engineering, aimed at improving the accuracy and interpretability of Canadian macro-financial tail risk forecasts. This broader project was previously funded by a SSHRC Partnership Engage Grant and will build on the multi-quantile neural network from my paper, “Quantile Machine Learning and the Cross-section of Stock Returns”, which will be presented at:
- The Wolfe Research 2nd Annual Canadian Quantitative and Macro Investment Conference (Toronto, September), and
- The Financial Management Association Conference (Vancouver, October).
?? PhD Opportunity:
If you're applying to PhD programs and are interested in financial machine learning with rich data and real-world applications, I am available to supervise several students for our fully funded PhD in Economics at the University of Guelph.
?? Learn more: https://lnkd.in/etRd_GQv
This work was supported by Mitacs through the Mitacs Accelerate Program. It was also supported by the Digital Research Alliance through the Resources for Research Groups competition.