DPhil student in Mathematics under the supervision of Prof. Doyne Farmer.
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Can bank-specific variables predict contagion effects?
Quantitative Finance page 1-28 (1 December 2017)
In my research I focus on financial contagion and systemic risk assessment and I explore the links between these phenomena and network theory. My general research interests comprise the mathematical modelling of real-world systems and applications of quantitative and AI-based methods in particular to problems in OR and Finance.