[Job-offers-cs] Research Associate in Machine Learning

[Pekka Orponen]

-------- Forwarded Message --------
Subject: 	[SIAM-DY] Research Associate in Machine Learning
Date: 	Thu, 11 Apr 2019 16:51:06 +0000
From: 	Pavliotis, Greg <g.pavliotis at imperial.ac.uk>
To: 	Pekka Orponen <pekka.orponen at aalto.fi>
CC: 	Parpas, Panos <panos.parpas at imperial.ac.uk>, Kantas, Nikolas 
<n.kantas at imperial.ac.uk>, The Dynamical Systems SIAG mailing list 
<siam-dy at siam.org>

https://www.imperial.ac.uk/jobs/description/ENG00790/research-associate-machine-learning

Applications are invited for the position of Research Associate to be 
held jointly with the Department of Computing and the Department of 
Mathematics. The research associate will work on the theoretical 
foundations of stable machine learning algorithms, and deep neural 
networks in particular. The research associate will work on the 
theoretical foundations of stable machine learning algorithms, and deep 
neural networks in particular.

Breakthroughs in modern Neural Network (NN) architectures and related 
algorithms in Machine Learning (ML) have entirely transformed whole 
areas of computer science such as computer vision and natural language 
processing. Recent research papers, propose to use deep neural networks 
to solve otherwise intractable problems in finance such as pricing and 
hedging in high dimensions and to model price formation using 
high-frequency data. Unfortunately, both theoretical and empirical 
results have shown that neural networks compute unstable classifiers. An 
unstable classifier is vulnerable to adversarial attacks and illegal 
exploitation. A necessary condition for successful ML systems in 
real-world applications, especially ones in the financial sector, is 
that the underlying system is stable. Without resolving this challenging 
problem, it is not possible to make meaningful progress in critical 
application areas such as the explainability and interpretability of 
machine learning algorithms, or efficient and robust training methods 
for reinforcement learning.

The Research Associate will work directly with Dr. P. Parpas, Dr. N. 
Kantas, Professor G.A. Pavliotis at Imperial College and the AI research 
Team in JP Morgan. They will join a large, vibrant research team working 
on problems related to machine learning, optimization, stochastic 
optimal control, partial differential equations, quantitative finance, 
statistical mechanics and stochastic differential equations.

*Additional information*
For more information about this position, please contact:
Dr P. Parpas panos.parpas at imperial.ac.uk ,
Dr N. Kantas n.kantas at imperial.ac.uk or
Professor G.A. Pavliotis g.pavliotis at imperial.ac.uk .

To apply, go to

https://www.imperial.ac.uk/jobs/description/ENG00790/research-associate-machine-learning

Deadline for applications: 30 April 2019.

____________________________

Professor G. A. Pavliotis

Department of Mathematics

Imperial College London

London SW7 2AZ UK

Office: Huxley Building 736a

(+44) (0)20 7594 8564

http://www.ma.ic.ac.uk/~pavl

____________________________________