- Joined
- 12/27/16
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- 2
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- 11
Hello Quantnet community
I am Aakash Juneja, a fourth (pre-final) year student pursuing a dual-degree, M.Sc.(Hons) Economics & B.E.(Hons) Chemical Engineering at BITS Pilani University, India and want to pursue a career in quantitative research/trading.
I have no faculty to supervise the thesis at my university and hence am looking for academic/industrial opportunities where I could complete my thesis. The duration of the study is going to be 6 months (either Jul'17 - Dec'17 / Jan'18 - Jun'18)
In the field of computational finance I am interesting in the application of Machine Learning techniques in building predictive models for trading. In mathematical finance I am interested in the study of Volatility models (Stochastic & Local) as well as the application of BSDEs to finance.
A bit about my background, for the last 6 months, I have been working with Dr. Santanu Chaudhary on the Behavioural Analysis of the retracement pattern of stocks using Machine Learning algorithms (Support Vector Regression). We are trying to quantify the herd behaviour of participants and their effect on the price movements of the stocks.
I have also been conducting my own quantitative research to devise trading strategies (based on momentum, reversion & sentiment analysis) as a Research Consultant to WorldQuant.
Any leads on where I could pursue my thesis would be extremely helpful.
Also please suggest me wether a thesis work at a Quant Trading firm would be better or with a professor in a Mathematical/Computational Finance Research group for my prospects of getting admitted to a top Financial Engineering program.
Thanks in advance.
I am Aakash Juneja, a fourth (pre-final) year student pursuing a dual-degree, M.Sc.(Hons) Economics & B.E.(Hons) Chemical Engineering at BITS Pilani University, India and want to pursue a career in quantitative research/trading.
I have no faculty to supervise the thesis at my university and hence am looking for academic/industrial opportunities where I could complete my thesis. The duration of the study is going to be 6 months (either Jul'17 - Dec'17 / Jan'18 - Jun'18)
In the field of computational finance I am interesting in the application of Machine Learning techniques in building predictive models for trading. In mathematical finance I am interested in the study of Volatility models (Stochastic & Local) as well as the application of BSDEs to finance.
A bit about my background, for the last 6 months, I have been working with Dr. Santanu Chaudhary on the Behavioural Analysis of the retracement pattern of stocks using Machine Learning algorithms (Support Vector Regression). We are trying to quantify the herd behaviour of participants and their effect on the price movements of the stocks.
I have also been conducting my own quantitative research to devise trading strategies (based on momentum, reversion & sentiment analysis) as a Research Consultant to WorldQuant.
Any leads on where I could pursue my thesis would be extremely helpful.
Also please suggest me wether a thesis work at a Quant Trading firm would be better or with a professor in a Mathematical/Computational Finance Research group for my prospects of getting admitted to a top Financial Engineering program.
Thanks in advance.
