PhD Scholarship in Finance: Topic Modelling, Sentiment and Machine Learning in Alternative Investments

PhD Scholarship in Finance

Topic Modelling, Sentiment and Machine Learning in Alternative Investments

If you are interested in a PhD in finance, in the area above, please consider contacting me at blucey@tcd.ie

Project

The objective of the project is to apply modern techniques in machine learning to extract and analyse quantitative measures from qualitative data. Examples of this would include but not be limited to conference calls, trade publications, online chatrooms, social media and news sources. A focus will be maintained on alternative investments, such as precious metals, cryptocurrencies, and exotic commodities. Measures will be extracted and these will then be further applied in a more general econometric analysis

Essential

Essential to the project is a good working knowledge of R and/or Python. Preference will go to persons with experience of both. In addition, it would benefit you to have taken courses to intermediate level in financial economic-related material such as portfolio management, financial econometrics or finance theory. A 2.1 or equivalent , or better, in your undergrauate degree is mandatory. A masters is preferred.

Scholarship

The scholarship will cover fees, and carries a stipend of €17000, to work towards a PhD. The scholarship is guaranteed for three years subject to satisfactory PhD progress and extension is possible.

Apply

Email me with a one page outline of how you would approach this topic, with references to recent literature. Closing date is 31 March, for entry to the PhD program in September.