University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Quantile Panel Estimation of Financial Contagion Effects
Panel Data Econometrics (15 June 2019)
Can bank-specific variables predict contagion effects?
Quantitative Finance issue 12 volume 17 page 1805-1832 (1 December 2017) Full text available
Clearing algorithms and network centrality
Proceedings The 7th International Conference on Complex Networks volume
My general research interests comprise mathematical and statistical modelling and applications of quantitative methods and AI in Finance and Operations Research. Specifically, I work on financial clearing algorithms as well as optimization and other methods for statistical learning.
- Statistics: conditional density estimation, panel and multilevel data, model selection, interpretable machine learning
- Optimization: linear, nonlinear and semidefinite programming
- Game Theory, Agent-based Models
I also work on economic questions, where my research interests are econometrics, banking and asset pricing.
- Machine Learning (MSc CS): Tutor, TA
- Computational Mathematics (Prelims Maths): Demonstrator
- Computational Game Theory (MSc MFOCS, CS): Tutor, TA