Forecasting Oil Prices Based on Quantitative Methods

Founding body: Andurand Capital Management

Duration: January 2019 -- December 2020

Grant Holder: Qiwei Yao and Yining Chen

The primary goal of this project to explore and to investigate the quantitative methods for forecasting price movements of oil and the related derivatives in the time horizons between one day to a few months. The distinctive feature is the integration of the cutting edge statistical and machine learning methods from LSE and the expert knowledge and experience on financial markets from Andurand Capital Management.

The project will appoint a Post Doctoral Research Officer (RO) for the duration of 2 years. The RO appointed will work 4 days per week at LSE, and 1 day per week at Andurand Capital Management.


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