Celestine spent seven years developing predictive models for emerging markets at institutional trading firms. Her work focused on volatility forecasting and portfolio optimization using neural networks. She joined our team in early 2024 after completing her research on transformer architectures for financial time series.
Background & Expertise
- PhD in Computational Finance from University of Cambridge
- Former Senior Quantitative Analyst at Renaissance Technologies
- Published 12 peer-reviewed papers on ML applications in finance
- Specialist in LSTM and attention mechanisms for market prediction
- Guest lecturer at London School of Economics since 2023