Laboratory for financial and risk analytics at the Faculty of Electrical Engineering and Computing, University of Zagreb (FER) has a vacancy for a PhD position in reinforcement learning for finance.
The PhD position is a part of the DREAM (Deep Reinforcement Learning Algorithms for Risk Management) project, funded by the Croatian Science Foundation. The project investigates an important aspect of risk management – its intrinsically sequential nature – that is neglected by traditional statistical methods.
For more information or potential applications contact assoc. prof. Zvonko Kostanjcar (zvonko.kostanjcar@fer.hr).
The PhD researcher will be focused on data-driven scientific approaches to provide valuable intelligence so that investors can make better, data-driven decisions.
The scope of the work includes development, testing and analysing deep reinforcement learning algorithms with application to market modelling, asset allocation and risk management. Results are to be publishable in scientific journals and presented at major conferences, and they must lead to a PhD thesis.
The candidate should be a creative and enthusiastic researcher with an MSc degree in Computer Science, Data Science, Mathematics, Physics or Engineering or similar, with a clear interest in machine learning, reinforcement learning, and quantitative finance.