I’m reading lots of great papers on deep machine learning and I’m starting to develop a new research idea to quantify and compare time series by looking at the neural architectures that they require to be efficiently represented. Let’s see how general this theory could be.
I’m currently working on a new module on Algorithmic Trading that will be taught next year at UCL for the Master course in Financial Risk Management. So exciting but lots of books and papers to read.
Welcome to my personal website. Here you may find out about my research through notes, posts, graphics, papers and code.