BSc Computer Science, École Polytechnique Fédérale de Lausanne (EPFL);
MSc Data Science École Polytechnique Fédérale de Lausanne (EPFL)
During her studies at EPFL, Sofiya gained experience in both research and industry, working on applications of machine learning and data science to finance and economics. Her work has included high-frequency foreign exchange data analysis, market microstructure, client behaviour modeling, portfolio analysis, and financial prediction using machine learning and large language models.
Her research interests lie primarily in empirical asset pricing and quantitative investment strategies. She is particularly interested in using large scale financial datasets and modern machine learning methods to identify return predictive signals, understand cross-sectional and time-series variation in asset returns, and develop systematic investment strategies. More broadly, her interests include market microstructure, alternative data, and the application of machine learning and large language models to quantitative investment research.
