PhD student – project “On the implementation of ensemble feature selection and its application to stock market prediction”

The Department of Computer Science at Reykjavik University is looking for a PhD student to work on the project “On the implementation of ensemble feature selection and its application to stock market prediction”. The position is part of a research project funded by the Icelandic Research Fund. It includes a funded 3-month research exchange at LUT University in Finland.

The research
The focus on the project is on feature selection, a type of dimensionality reduction for machine learning / data science, that evaluates features (i.e., variables / attributes) in a data set to select relevant features and discard redundant and irrelevant ones. The context is supervised learning, with a focus on classification. The goal of the project is to investigate the new paradigm of ensemble feature selection, work on its implementation (e.g., in Python) and apply ensemble feature selection in the context of stock market prediction (e.g., for predicting S&P 500 movements). Simple filter methods as well as evolutionary algorithms will be used as part of the project, which will be implemented under the direction of Ass. Prof. Christoph Lohrmann.

The successful candidate will benefit from, and contribute to, the research environment at the Department of Computer Science and the Centre for Information Systems and Data Science Research (CISDAS). For information about the department, see Department of Computer Science | Háskólinn í Reykjavík.

Your profile
We are looking for an enthusiastic and motivated person with good communication skills to join our research team. The PhD candidate should have:

• Master’s degree (or comparable) in Machine Learning, Data Science, Computer Science, or a closely related field. Some background in supervised learning, feature selection and evolutionary algorithms is desirable
• Good competence with programming (e.g., Python or Matlab), implementing machine learning models (e.g., for classification) and statistical analyses

About Reykjavik University (RU)
Reykjavík University has around 3.700 students and 300 faculty and employees in addition to numerous adjunct faculty in two schools: Technology and Social Sciences. We offer a welcoming and stimulating environment in which to work and live. The University is centrally located in Reykjavík, the capital city of Iceland. The role of Reykjavik University is to create and disseminate knowledge to enhance the competitiveness and quality of life for individuals and society, guided by good ethics, sustainability, and responsibility. Education and research at RU are based on strong ties with industry and society. We emphasize interdisciplinary collaboration, international relations, and entrepreneurship.

About Iceland
Iceland is well known for its breathtaking natural beauty, with volcanoes, hot springs, lava fields and glaciers offering a dramatic landscape. It consistently ranks as one of the best places in the world to live. It offers a high quality of life and is one of the safest places in the world, with high gender equality and strong healthcare and social support systems. Reykjavik is a vibrant and cosmopolitan city that provides an ideal environment for combining cultural and family activities with an active lifestyle.