Dr Manuel Nunes

Research groups

Research interests

• Artificial Intelligence (AI) and eXplainable AI in Financial Markets
• Large Language Models (LLMs) in Finance
• Reinforcement Learning for Portfolio Management
• Asset Pricing and Factor Models (including time series and cross-sectional techniques)
• Fixed Income Markets

Current research

Manuel is currently involved in several research projects, including:

• "Enhancing Asset Pricing Models through Large Language Models"; and
• "Reinforcement Learning for Portfolio Management".

He has successfully completed the project "Machine Learning in Fixed Income Markets: Forecasting and Portfolio Management" at the University of Southampton, UK. This research focuses on fixed income assets and covers different areas of machine learning, specifically:

• Yield curve forecasting using feedforward neural networks;
• Yield forecasting using deep learning models such as long short-term memory networks; and
• Portfolio management using reinforcement learning.

Accepting PhD Students

Manuel is eager to supervise persistent and systematic PhD students. He favours working on multidisciplinary projects involving financial market assets and computer science. In addition, he considers industry involvement of the utmost importance and will endeavour to connect your PhD programme with the industry. Ideally, you would be producing research applied to and in collaboration with the asset management industry.

For potential PhD research areas, please refer to the section "Research Interests" and contact Manuel if you are interested in these or related research topics.