Trading in Peer-to-peer (P2P) markets at University of St Andrews on FindAPhD.com

This project is no longer listed on FindAPhD.com and may not be available.

Click here to search FindAPhD.com for PhD studentship opportunities

Dr Carl Donovan Applications accepted all year round

About the Project

Peer-to-peer market trading is becoming more prevalent any many areas that were traditionally the domain of large companies – stocks, foreign exchange, gambling. This project will look at a variety of statistical fundamentals for these areas including the practical application of statistical arbitrage, traditional arbitrage, algorithmic and high-frequency trading.
The project deals with large data issues, data-mining/machine-learning methods, cloud-computing and the dynamics of automated trading via APIs. The project will be heavily computational in either R or python, with potentially compiled languages for computational bottlenecks. The ideal candidate would have a good grasp of practical computing and statistics.

Funding Notes

Multiple sources of scholarship funding are potentially available, including university, research council (EPSRC) and research group. Some are open to international students, some to EU and some UK only.

Applicants should have a good first degree in mathematics, statistics or another discipline (e.g., biology, computer science), with substantial statistical component. A masters-level degree is an advantage.

Further details of the application procedure, including contact details for the Postgraduate Officer, are available at http://tinyurl.com/StAndStatsPhD

References

Erichson, N. B. & Donovan, C. R. (2016) Randomized low-rank Dynamic Mode Decomposition for motion detection. Computer Vision and Image Understanding. Vol. 146 pp 40-50.

How good is research at University of St Andrews in Mathematical Sciences?

Research output data provided by the Research Excellence Framework (REF)

Click here to see the results for all UK universities

Trading in Peer-to-peer (P2P) markets

University of St Andrews School of Mathematics and Statistics

This project is no longer listed on FindAPhD.com and may not be available.

About the Project

Funding Notes

References

How good is research at University of St Andrews in Mathematical Sciences?

Select your nearest city

Do you want hassle-free information and advice?