Dr Nikan Firoozye

Honorary Reader

Connect with me:

• LinkedIn
• @firoozye

My Teaching:

• COMP0051 Algorithmic Trading
Note that this class was devised initially as an PhD reading course in 2015, and later I taught online pre-recorded and live versions in Experfy and at QuantsHub. I then attempted to launch as an MSc course in 2017 with Julian Bonart. After his departure, it was launched with Paolo Barucca in 2018. We have run this course for five years running - 2018/2019-2022/2023. I will be offering an intensive version of this course through QuantsHub in 2023, which will cover the practicalities of Algorithmic Trading including information needed to launch a fund. Information will be forthcoming through QuantsHub.

Research Interests:

• Algorithmic Trading
• Finance
• Machine Learning
• Overparameterised Models
• Data Augmentation
• Time-Series Analysis

I have had two PhD students who have finished, Dr Adriano Koshiyama (2020) and Dr Gabriel Borrageiro (2023), and have a number of PhD students currently. I advise MSc students during summers (maximum of 4 students each summer). I am not able to find funding for PhD students, so usually only take part-time PhDs. Myinterests are in financial applications of ML and Stats, particulary in trading and investing. I am open to other research opportunities and have many outside collaborators working on areas such as Random Matrix Theory for portfolio optimization, data augmentation for causal inference in markets, optimal execution using reinforcement learning, ensemble methods for overparameterised shallow nets amongst other things

Current PhD Students:

• Chloe Taysom
• Anna-Helena Mihov
• Konark Jain
• Vincent Tan (Oxford)
• Daniel Cunha Oliveira (Rio)

My IRIS profile IRIS Profile

For information on my past research, visit my Scholr.my page Scholr.me/firoozye (still WIP) which has links to many research links. Failing that, ORCID page or my Google Scholar page for more information. Additionally, see here for sell-side research of interest.