Postdoctoral Research Fellow in NLP | Co-Investigator for the Alan Turing Research Grant on Narrative Detection
NLP for narrative and misinformation detection | NLP for economic and financial modelling | NLP & causal inference
Oxford University | Department of Engineering Science | Department of Economics | OxNLP Group | Oxford-Man Institute
I'm a Postdoctoral Research Fellow at the University of Oxford. My main research interests lie in machine learning methods for natural language processing (NLP) and applications for narrative and misinformation detection, financial market modelling and economic forecasting, and causal inference.
I'm also the Co-Principle Investigator for the Alan Turing Research Grant on Narrative Detection.
My PhD thesis is on multimodal language models for economics and finance. I'm a research member and co-organiser of the OxNLP Group at Oxford that focusses on NLP for social data science applications. I'm also a research member of the Machine Learning Research Group and the Oxford-Man Institute of Quantitative Finance.
I'm the founder and lead organiser of the Conference on NLP for Social Data Sciences (SoDaS) (previously named NLP for Economic and Financial Modelling).
Prior to my PhD work, I obtained an MPhil in Economics from Oxford University and an M.Sc. in Specialised Economic Analysis from the Barcelona School of Economics. I previously worked as a consultant with McKinsey & Company, as a trainee economist with the European Central Bank, and as machine learning summer researcher/quant with Man AHL.
Ahrens, Erdemlioglu, McMahon, Neely, Yang:
Central bank speeches and market risk signals
working paper 2023
Towards multimodal document transformers
working paper 2022
Quian, Saunders, Ahrens:
Lawyering when the law becomes machine-learnt: mapping legaltech adoption and skill demand
book chapter in The Legaltech Book 2020
Identifying monetary policy shocks with natural language processing
MPhil thesis 2018