Understanding stock market instability via graph auto-encoders
Gorduza, Dong, Zohren. (2022). "Understanding stock market instability via graph auto-encoders". 1(1).
Curriculum Vitae
Education
- Dphil (PhD) in Engineering, Oxford Man Institute of Quantitative Finance, 2021-2024 (expected)
- Master of Science in Computational Linguistics, University Paris 7, Paris, 2020-2021
- Master of Science in Social Data Science,Oxford Internet Institute University of Oxford, Oxford, 2019-2020
- General Course Diploma, London School of Economics and Political Science, London, 2018-2019
- Bachelor, Sciences Po Paris, Paris, 2016-2019
Work experience
- Jan. 2023 - Present Alan Turing Institute – NLP Researcher
- Running NLP & Graph Machine Learning research project on financial narratives ahead of conference publication
- Built computational tools for narrative extraction and exploitation for risk assessment
- Jul. 2023 - Oct. 2023 Bank of England – PhD Research Intern
- Researched and built a Large Language Model applied to prudential regulation within the Prudential Rgulation Authority ARTIS division
- Collaborated with researchers and supervisors for data solutions for bank policy
- Sep. 2022 - Dec. 2022 ETH Zurich – Data Scientist
- Built business risk network from SEC and news analysis
- Extracted news narratives in joint project with ETH Zurich
- Dec. 2021 - Apr. 2022 Oxford Data Plan – Data Scientist
- Leveraged social media data for business cycle forecasting
- Developed a machine learning model to forecast seed-stage startup performance
- Jan. 2021 - Jul. 2021 Rewire Online – Machine Learning Engineer
- Built a pipeline for data collection, processing, cleaning and analysis
- Developed and Trained Machine Learning Transformer model for Hate Speech Detection
- Sept. 2020 - Dec. 2020 - Oxford Internet Institute, Social Data Science – Teaching Assistant
- Taught Data Wrangling, Data Visualisation
- Taught Machine Learning and Statistics
- Oct. 2019 - Jan. 2019 Oxford Internet Institute, Computational Propaganda Project – Research Assistant
- Built fake-news detection Deep Learning model (Pytorch + Transformer Models)
- Produced academic research and actuality synthesis
- Jul. 2019 - Sept. 2019 DreamQuark – Data Science Engineer Intern
- Developed a model of churn prediction for insurance companies on large scale datasets
- Implemented a pipeline in Docker to benchmark the company’s Auto-ML solution
- Oct. 2018 - Jun. 2019 Flattus Voccis, Research on ethics and AI Philosophy – Research Assistant
- Researched Machine Learning ethics for the book “La fin de l’individu” by G. Koenig
- Implemented research on the future of work and sustainability in the age of automation
Software
- Python
- R
- Javascript
- HTML 5
- CSS3
Specialty
- Natural Language Processing
- Graph Machine Learning
- Network Science
- Data Science
- Data Engineering
Language
- Romanian : Native
- French : Native
- English : Bilingual ( Cambridge Proficiency grade A – IELTS Band 8 )
- Spanish : Bilingual ( DELE C2 Level )
- Japanese : Intermediate ( N5 level )
- German : Beginner (A1 level )
Publications
Shared Causes, Shared Risks? Evidence from Economic News
Gorduza, Ash (2023), Shared Causes, Shared Risks? Evidence from Economic News
Wisdom of the Crowds or Ignorance of the Masses? A data-driven guide to WSB
V Semenova, D Gorduza, W Wildi, X Dong, S Zohren, Wisdom of the Crowds or Ignorance of the Masses? A data-driven guide to WSB
Prudential Regulation Embedding Transformer (PRET) a domain-adapted model for prudential supervision
Dragos Gorduza, Adam Muhtar Prudential Regulation Embedding Transformer (PRET) a domain-adapted model for prudential supervision
Extracting Alpha from Financial Analyst Networks
Dragos Gorduza,Yaxuan Kong,Xiaowen Dong,Stefan Zohren
Talks
Natural Language Processing in Finance Tutorial
Tutorial at University of Oxford St John's College, Oxford, UK
Natural Language Processing in Finance Tutorial
Tutorial at University of Oxford St John's College, Oxford, UK
Teaching
Funding Awards
- Advanced Quantitative Methods Scholarship from the Grand Union Doctoral Training Pathway 2021-2024
- Narrative Detection and tracking from the Alan Turing Institute 2022-2023
Service and leadership
- Oxford Sustainable Finance Society - Academic Officer & Reading group manager 2023-2024
- Oxford Sustainable Finance Society - Academic Officer & Reading group manager 2022-2023
- St Annes College Middle Common Room Academic Representative 2022-2023
- Middle Common Room Academic Representative St Annes College 2021-2022
- Printemps de l’Economie – Co-director of the Organisational Comitee March 2017