Hello
I'm a research student in the Department of Computer Science at UCL,
University of London, although my PhD is currently 'in abeyance' due to the
sponsor pulling out for legal/contractual reasons concerning Intellectual
Property Rights. I wondered if you knew of any possible contacts in the
City (London) who might be interested in sponsoring a PhD in Intelligent
Trading Systems.
For example, banks which may be interested in applying 'intelligent'
techniques, along with nonlinear dynamical methods to financial/commodity
market prediction. There are strong arguments for optimizing self-adaptive
systems in order to gain an 'edge', as the theory suggests that we can't
make much money if we apply the same techniques as everyone else.
My interests include genetic algorithms, genetic programming, adaptive
simulated annealing, tabu search, nonlinear dynamics, neural networks,
Markov chains, chaos theory, spline-fitting, wavelets, fuzzy logic, the
gauge theory of arbitrage, market psychology, technical analysis, hybrid
systems and modelling markets with multiagent models.
I have a BSc with Honours in Mathematics from the University of Bristol, an
MSc in Computing Science from Birkbeck College, University of London,
together with experience of both foreign-exchange and commodity trading. In
addition I have passed the SFA Futures and Options Representative exams. I
am also a member of the Society of Technical Analysts. I'm currently doing
some research for the STA, and have taken the STA Diploma examination.
The arrangement for the full-time sponsored PhD is that I would embark on a
project tailored to the exact requirements of the company and spend four (or
four and a half) days a week with the company, and one (or half a) day at
UCL, for two to three years. There would be no distinction between the
company 'work' and the research - one and the same project.
The general area in which the project would need to fall under is
'Intelligent Systems'. In a nutshell, whereas companies are generally happy
if one can produce something that works, the academics would also be happy
if I can explain why and how it works. They will be looking for some
'science'.
It is, in a sense, a very cost effective way for companies to gain access to
the knowledge and expertise of academics like my supervisor - that's where
the true value lies.
The alternative route would be for me to work part-time for a company and
effectively pay my own fees for a part-time PhD in a different area of my
choice.
In either case, work can be done either on location, or more of a contract
based arrangement at home.
Regarding programming skills, I was required to sit an 'external'
programming aptitude test with my previous sponsor, and achieved 98%. I was
informed that most people gain in the region 60%, with the odd person
gaining 80%. I was apparently 'completely off the scale'. Reference
available.
I've just put up a Web site which indicates the nature of the types of thing
we're interested in. See below for the URL.
I would be most interested if you have any proposals.
Many thanks for your help.
Regards
Martin
--
Martin Sewell
e-mail: [log in to unmask]
Web page: http://www.msewell.force9.co.uk/
ICQ# 29857597
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