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Oliv­er Hel­lum

Ph.d.-fellow 4+4

Subjects
Mathematics Statistics Finance Investment Big data Machine learning

Primary research areas

Fin­an­cial Ma­chine Learn­ing
De­vel­op­ing and us­ing ma­chine learn­ing meth­ods to an­swer ques­tions in as­set pri­cing
Ex­treme Value The­ory in As­set Pri­cing
Hand­ling heavy-tailed pro­cesses in as­set pri­cing set­tings

Trans­fer­able Learn­ing for Com­plex Fin­an­cial Mar­kets

I am a PhD student in Financial Economics at the BIGFI Center and the Center for Statistics, where I develop machine learning models to advance research in asset pricing. Economic data often have structures that differ from standard statistical settings, and by adapting machine learning methods to these challenges, we can answer questions in finance that were previously out of reach.

One project adapts the Common Task Framework from machine learning to asset pricing, providing shared benchmarks that foster rigor and collaboration in the field. You can explore and join the competition by clicking the link below. 

Links