STSMs are exchange visits between researchers involved in a COST Action, allowing scientists to visit an institution or laboratory in another COST Member state. The award usually includes travel and accommodation / subsistence. However, the financial support is a contribution to the costs of an STSM and may not necessarily cover all the costs. Additionally, the STSM evaluation committee may adjust the application’s budget.
Short description of the research: To prepare a discussion paper of possible approaches to build statistically valid backtesting framework for quantitative investment strategies using machine learning method.
Host Istitution: Kaunas University of Technology (Lithuania)
Responsible for the research: