Felix Drinkall

Felix Drinkall

Oxford PhD Student and ex-GB Athlete

University of Oxford

About

I am a PhD Student at the Oxford-Man Institute of Quantitative Finance and Oxford e-Research Centre, co-supervised by Janet B. Pierrehumbert and Stefan Zohren. My research is focused on incorporating Natural Language Processing into Time-Series Forecasting.

I am very interested in how best to include language information in time-series prediction tasks as well as the suitability of LLMs within this application space. My work has focussed on how to incorporate textual data into time-series forecasts, and whether it is legitimate to use LLMs in larger predictive architectures in a backtesting capacity; the temporally static nature of an LLM’s training data can introduce information leakage during backtesting. I am keen to speak with anyone also interested in these topics, as well as any related or adjacent fields: diachronic analysis, machine unlearning, knowledge editing, etc.

During my undergraduate, masters and the first two years of my PhD I trained professionally for the GB Rowing Team. Having won the World Championships at Junior and U23 level, I take the lessons of elite sport into my working life.

Download my CV.

Interests
  • Natural Language Processing
  • Time-series Forecasting
  • Quantitative Finance
Education
  • PhD in Natural Language Processing, 2021 - present

    University of Oxford

  • MEng in Engineering Science, 2017 - 2021

    University of Oxford

Contact

  • Eagle House, Walton Well Road, Oxford, Oxfordshire OX2 6ED