Stefan Zohren, Academic Faculty Member at Oxford-Man Institute of Quantitative Finance, University of Oxford
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Stefan Zohren


Academic Faculty Member
Oxford-Man Institute of Quantitative Finance, University of Oxford

Conference Day Two: March 18 2020

Wednesday, March 18th, 2020


5:00 PM Extracting signal from HFT microstructure data to build effective predictive models

- Applying ML to problems arising from HFT for trade execution and alpha generation 
- Informationally efficient algorithms for inferring good predictive models from large datasets 
- Problems arising in HFT with trade execution and alpha generation