Scholar
(Nick) Nikan Firoozye
Google Scholar ID: N3DhLMUAAAAJ
Honorary Reader, University College London
Citations & Impact
Citations
388
H-index
11
i10-index
11
Publications
20
Co-authors
0
Publications
Browse publications on Google Scholar (top-right) ↗
Resume (English only)
Academic Achievements
- Co-authored the book 'Managing Uncertainty, Mitigating Risk' addressing uncertainty in modeling financial crises. Over 600 students have successfully completed the Master’s and online courses.
Research Experience
- Honorary Lecturer at University College London, developed and taught the Algorithmic Trading Strategies course since 2016 for PhD and MSc students. Supervised eight PhD students researching machine learning for algorithmic trading and finance, with several now working in AI, systematic trading, and quant research.
Education
- PhD: Courant Institute, NYU
- Postdoctoral positions: University of Minnesota, Heriot-Watt University, University of Bonn, and NYU
- Tenure-track Assistant Professorship: University of Illinois, Urbana-Champaign
Background
- A mathematician and finance professional with over 20 years of experience in research, structuring, and trading across buy and sell-side firms, including Lehman Brothers, Deutsche Bank, Nomura, Goldman Sachs, and Citadel. Specializes in areas ranging from Quant Strategy, RV Trading, to Asset Allocation. Currently, Nick works at a mid-frequency trading prop firm based in Chicago.
Miscellany
- Interests include: ML, Computational Statistics, and AI applied to Finance and especially to Algorithmic Trading; time-series forecasting, signal processing, econometrics, and machine learning; portfolio allocation, stochastic control/reinforcement learning for optimal execution; random matrix theory, reinforcement learning, bagging and boosting over-parameterized shallow nets for online learning to forecast prices in near real-time.
Co-authors