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Centre for Risk Research

Success in £88,000 bid for EPSRC/ London Capital Group funding

Published: 21 February 2014

Prof. Ming-Chien Sung, Prof. Johnnie Johnson and Dr. Tiejun Ma were recently successful in a bid to EPSRC to secure a Doctoral studentship under the CASE conversion scheme. The selected student will have their fees paid and will receive a stipend to help cover living costs for the three years of their study. This is jointly sponsored by EPSRC and London Capital Group (LCG).

The student will work on a project titled: Managing risk through state-of-the-art quantitative analysis of financial traders' decisions. This will involve (i) developing and employing advanced statistical, econometric and machine learning techniques to better understand the trading behaviour of individuals in financial spread trading markets and  (ii) developing means by which trading and market conditions data can be combined to produce real-time predictions of directions and volumes of trading activity. The student will be based in the Centre for Risk Research and will spend at least 4 months placement with LCG, observing and familiarizing themselves with  LCG's trading activities. The project offers the prospect of developing approaches which can enhance the competitiveness of UK financial trading companies, gaining new insights into trading behaviour and examining new approaches to the real time analysis of Big data.

EPSRC: Joint funder

The aim of the EPSRC CASE conversion awards is to provide PhD students with a first-rate, challenging research training experience, within the context of a mutually beneficial research collaboration between academic and partner organisations e.g. industry and policy making bodies. CASE provides outstanding students access to training, facilities and expertise not available in an academic setting alone. Students benefit from a diversity of experimental approaches with an applied/translational dimension. Students have an opportunity to develop a range of valuable skills and significantly enhance their future employability; many will become research leaders of the future.

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