Manuel Nunes is a Lecturer in Banking and Finance and researcher on machine learning applied to finance, at the University of Southampton Business School and The Centre for Digital Finance.
- Fixed income markets
- Machine learning in finance
- Reinforcement learning for portfolio management
- Asset pricing and factor models (incl. time series and cross-sectional techniques)
- Alternative data sources
Manuel's research focuses on fixed income assets, and covers different areas of machine learning:
- Yield curve forecasting using feedforward neural networks;
- Yield forecasting using deep learning models such as long short-term memory networks; and
- Portfolio management using reinforcement learning.
He recently completed the project "Machine Learning in Fixed Income Markets: Forecasting and Portfolio Management", at the University of Southampton, UK.
Accepting PhD Students
Manuel is eager to supervise persistent and systematic PhD Students. He favours working in multidisciplinary projects involving Financial Market assets and Computer Science. In addition, he considers industry involvement of the utmost importance and will endeavour to connect your PhD programme to the industry. Ideally, you would be producing research applied to and in collaboration with the asset management industry.
For potential PhD research areas, please refer to the section "Research interests", and contact Manuel if you are interested in these or related research topics.
Current PhD Students
Currently teaching the following modules, of the BSc and MSc in Finance:
- MANG2004 Portfolio Theory and Financial Markets;
- MANG6142 Introduction to Portfolio Management and Exchange Traded Derivatives.
Finance professional with 17 years of experience, having worked for banks and financial institutions. Started in investment banking as an equity research analyst, then moved to asset management as portfolio manager, and head of fixed income.
Prior to this period in financial markets, worked as an academic and researcher, initially teaching at University and subsequently working in Research & Development, both in Portugal and in the UK.
Holds a PhD in Computer Science applied to Financial Markets from the University of Southampton, UK, in a multidisciplinary programme involving the Southampton Business School (Centre for Digital Finance) and the School of Electronics and Computer Science (Agents, Interaction & Complexity research group).
Formerly, successfully completed a PhD in Engineering and an MBA in Financial Studies from the University of Nottingham, UK. Prior to that, obtained a 5-year-course Engineering Degree from the University of Porto, followed by an MSc from Nova University of Lisbon, both in Portugal.