I am currently working on Recurrent Neural Networks for Chaotic Time Series Prediction, under the supervision of Dr Nikolay Nikolaev. I hope to complete a paper comparing the performance of various recurrent networks on noisy time series data by the end of this year.

My primary field of specialization is recurrent networks although my research draws heavily from other related literatures in adaptive systems, signal processing and, optimization. My proposed dissertation, a collection of two or three essays will focus on various issues involved in applying recurrent neural networks for statistical arbitrage.

A more detailed information about my research can be found here and my curriculum vitae is here.

Areas of Specialization

• Time Series Prediction
• Signal Processing
• Adaptive Systgems
• Financial Engineering

Publication