This project explores to solve the black box problem in the field of option pricing. Based on the prior knowledge of option pricing theory, the structure of the network is constructed. It tries to fill the gap in this interdisciplinary research area and promote the integration of machine learning and traditional finance.
For more information about doctoral scholarship and PhD programme at Xi’an JiaotongLiverpool University (XJTLU), please visit:
https://www.xjtlu.edu.cn/en/admissions/doctoral/entry-requirement-phd/
https://www.xjtlu.edu.cn/en/admissions/doctoral/postgraduate-research-scholarships
Requirements:
The candidate should have a first class or upper second class honours degree, or a master’s degree (or equivalent qualification), in finance; statistics; financial mathematics; computer science; financial engineering.
Evidence of good spoken and written English is essential. The candidate should have an IELTS score of 7 or above, if the first language is not English. This position is open to all qualified candidates irrespective of nationality.
Degree:
The student will be awarded a PhD degree from the University of Liverpool (UK) upon successful completion of the program.
How to Apply:
Interested applicants are advised to email…[Email Address Removed] (XJTLU principal supervisor’s email address) the following documents for initial review and assessment (please put the project title in the subject line).
- CV
- Two formal reference letters
- Personal statement outlining your interest in the position
- Certificates of English language qualifications (IELTS or equivalent)
- Full academic transcripts in both Chinese and English (for international students, only the English version is required)
- Verified certificates of education qualifications in both Chinese and English (for international students, only the English version is required)
- PDF copy of Master Degree dissertation (or an equivalent writing sample) and examiners reports available