Siddartha Ghoshal

Sid Ghoshal was a DPhil (PhD) student in Oxford’s Machine Learning Research Group under the supervision of Prof. Stephen Roberts. Prior to joining the Oxford-Man Institute, he worked in industry as a Debt Capital Markets analyst for Dresdner Kleinwort Wasserstein, and subsequently as a commodity derivatives trader running the hybrid exotics book of Deutsche Bank’s Complex Risk Group. He holds an undergraduate degree in Mathematics from Imperial College, a Masters in Finance and Economics from the LSE and a Masters in Computer Science from Oxford. His current research applies Bayesian statistics and deep learning to the problems of time series forecasting, liquidity provision and financial regulation.

Related Events

10th Anniversary Oxford-Man Institute Annual Workshop

Working Paper

Bengtzen, M., Ghoshal, S. and Roberts, S (2016). Pre-earnings announcement drift: Inferring informed trading from the tape.

Published Research

Ghoshal, S. and Roberts, S. (2016). Extracting predictive information from heterogeneous data streams using Gaussian processes. Algorithmic Finance. 5(1-2). 21-30.
Ghoshal, S and Roberts, S (2017). Reading the Tea Leaves: A Neural Network Perspective on Technical Trading. Proceedings of KDD. 2017. ..