Oliver Hellum
Research Assistant
Departments
Department of Finance
Room: SOL/D4.16
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.