I will be studying pathwise approaches, and combine algorithmic methods (neural networks), to help facilitate a new generation of financial models.

Artificial intelligence and machine learning have been growing in the past decades and they have brought about technological advances in several disciplines. These advances coupled with our ability to store ever-growing amounts of data and the increases in computing power has led us to the brink of transformation in our society, whose scale and impact on our lives resembles the cusp of the industrial revolution. The aggregate digital data produced on a daily basis together with the computing powers that are available today make it possible to gain insights and draw conclusions for future decisions that were unthinkable to preceding generations.

These possibilities have already induced transformations in several areas and are now starting to transform our financial system. But hand in hand with the far-reaching possibilities comes an array of challenges of how to smoothly incorporate these transformative technologies into a running machinery of financial transactions and routines connected to it.