”BigDataFinance project is situated around a real world problem, I think I will have an ideal chance to make an impact and apply my knowledge in practice”
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I have always been interested in analysing data and trying to explain how mathematical models can be used to model real world problems. That is why I have decided to do a joint BSc in Mathematics and Economics at University of Warwick in England. Through my BSc thesis, where I analysed whether the markets of Central and Eastern Europe are efficient, I have gained my first experience with mathematical modelling and understanding of financial markets.
I extended my knowledge in this area as I continued my studies at University of Oxford, where I completed a MSc in Mathematical and Computational Finance. I wrote my MSc thesis on the Backwards Stochastic Differential Equations and Application to Finance, where I was researching how probabilistic solutions to classical PDEs could be used to solve problems in finance. Both of my degrees have given me an excellent theoretical background, which I wish to use throughout my project.
What inspired me to pursue my research interest in the BigDataFiance project is the available support and experience the project provides. This together with connections to the industry and other universities offers an unprecedented opportunity to gain new knowledge and ideas through various collaborations. Most notably, since every BigDataFinance project is situated around a real world problem, I think I will have an ideal chance to make an impact and apply my knowledge in practice.
A bit about myself, I was born in Slovenia and I grew up in the beautiful countryside that our northern part of the country has to offer. Sport has always been my extracurricular activity, so I enjoy running, skiing and rowing. Over the past year I have also rowed for the St. Hugh’s college crew.
Miha Torkar is based at Jožef Stefan Institute 2016-2019, and his research project is Characterising Financial Markets from Event-driven Perspective
Artikkeli Miha Torkar from Jožef Stefan Institute julkaistiin ensimmäisen kerran BigDataFinance.
