Elizabeth Fons is based at AllianceBernstein 2016-2019, and her research project is Smart Beta Investing – A Data-Driven Strategy to Exploit Systematic Risk Factors in the Financial Markets (WP4)
“I was drawn by the project and the international environment of the network and I thought that my background in Physics and experience in data analysis were a very good fit”
My name is Elizabeth and
I was born in Buenos Aires, Argentina. I lived there almost all my life, it’s a huge and beautiful city and a great place to study and make friends! I studied Physics at the University of Buenos Aires, the most prestigious university in Argentina, which is also universally free of charge. Towards the end of my degree I focused on High Energy Physics, and I did my master’s thesis at the Max Planck Institute for Physics in Munich, working on a project related to the ATLAS experiment at the LHC. My stay at the Max Planck was amazing, a great deal of High Energy Physics is actually analysing data and during my thesis I came across machine learning. Since then I’ve known that I want to become a data scientist.
While I was looking for a PhD I found out about the BigDataFinance network and I immediately knew that I had to apply. I was drawn by the project and the international environment of the network and I thought that my background in Physics and experience in data analysis were a very good fit.
My PhD is a joint project between the University of Manchester and AllianceBernstein in London, where I work in the Multi-Asset Solutions Group. We aim to develop new strategies for smart-beta investing, using Big Data to improve asset allocation. My hope for the next three years is to improve as a data scientist, to develop new and innovative research and to travel and get to know new places and especially new people!