|Date:||14 November 2019|
I am interested in supervising MSc Finance theses in the areas of Asset Pricing and Machine Learning
Some questions in the field of asset pricing that I’m interested in are:
- Why do asset prices move around so much?
- Can economic fundamentals explain asset prices?
Machine learning is applying computers to find patterns in large datasets. Some questions I am interested in are:
- Can you use machine learning to understand patterns in financial market data?
- Can we use machine learning to bring exotic data on empirical questions in finance?