Institutional Research Information Service
UCL Logo
Please report any queries concerning the funding data grouped in the sections named "Externally Awarded" or "Internally Disbursed" (shown on the profile page) to your Research Finance Administrator. Your can find your Research Finance Administrator at https://www.ucl.ac.uk/finance/research/rs-contacts.php by entering your department
Please report any queries concerning the student data shown on the profile page to:

Email: portico-services@ucl.ac.uk

Help Desk: http://www.ucl.ac.uk/ras/portico/helpdesk
 More search options
Dr Nick Firoozye
Computer Science
Meetings on Request
Dr Nick Firoozye profile picture
  • Honorary Reader
  • Dept of Computer Science
  • Faculty of Engineering Science

PhD New York University, 1990

Asst Prof, Univ Illinois, 1994

Honorary Faculty, UCL 2015-Current

Industry Experience

  • Lehman Brothers 1994-1999
  • Sanford Bernstein/Alliance Capital 1999-2001
  • Deutsche Bank 2001-2005
  • Goldman Sachs 2005-6
  • Citadel 2006-2009
  • Nomura 2009-2017
  • Symmetry 2017-18
  • Exodus Point 2018-19
  • Exos Securities 2019-Current
Research Summary
Interested in ML, Computations Statistics, and AI, applied to Finance and especially to Algorithmic Trading. This necessarily involves time-series forecasting, using methods from Statistics, (Adaptive) Signal Processing, Econometrics, and Machine Learning. Also I have interests in portfolio allocation, and stochastic control / reinforcement learning for optimal execution. Recent areas of interest have been in ranomd matrix theory for portfolio analysis, RL for optimal execution, bagging and boosting over-parameterised shallow nets  for online learning to forecast prices in near real-time.
Teaching Summary
I devised a course, Algorithmic Trading. Originally it was a PhD reading course in 2015. After several years and iterations (first with Julian Bonart and later with Paolo Barrucca) it was launched as an MSc course in 2018-19. It is taught in T2 each year. and is one of the most popular courses in the MSc programmes in Risk Mgt and Quant Finance. Previosuly my teaching was all in PDEs or ODEs or Discrete Mathematics.
01-AUG-2019 – 01-AUG-2026 MD Systematic Trading Exos Securities, United Kingdom
Some IRIS profile information is sourced from HR data as explained in our FAQ. Please report any queries concerning HR data shown on this page to hr-services@ucl.ac.uk.
University College London - Gower Street - London - WC1E 6BT Tel:+44 (0)20 7679 2000

© UCL 1999–2011

Search by