Brewer Wins ORCA Grant for Stock Market Machine Learning Research

February 29, 2016

Lab member Jacob Brewer received a 2016 ORCA grant for his research using control theory and machine learning to better predict stock prices using the NASDAQ order book data. As investment institutions are increasingly using such data for high frequency trading, regulatory institutions such as DHS have identified potential opportunities for price manipulation. The outcomes of this research will help determine whether or not stock prices can be manipulated by 3rd parties.