Stefan Zohren

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

Stefan Zohren is an Associate Professorial Research Fellow at Machine Learning Research Group and the Oxford-Man Institute for Quantitative Finance, University of Oxford. He also acts as a consultant for Man Group. Prior to that, Stefan worked on equities market making as a quant researcher/trader at two leading HFT firms in London and coordinated the Quantum Optimisation and Machine Learning project, a joined research project of Oxford University, Nokia Technologies and Lockheed Martin. His background is in theoretical physics, probability theory and statistics. Stefan’s research interests include machine learning applied to finance, particularly market microstructure data, deep learning for time series modelling as well as quantum computing.

Conference Day Two: July 1 2020

Wednesday, July 1st, 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