University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Quantifying the importance of different contagion channels as sources of systemic risk
Journal of Economic Interaction and Coordination issue 2020 (23 March 2020)
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
In my thesis I work on clearing algorithms for financial networks as extensions of classic asset pricing models. My general research agenda is to develop models that help us understand financial crises.
More generally, my research interests include mathematical modelling of real-world systems and applications of quantitative and AI-based methods in particular to problems in Operations Research and Finance.
- Machine Learning (MSc CS): Tutor, TA
- Computational Mathematics (Prelims Maths): Demonstrator
- Computational Game Theory (MSc MFOCS, CS): Tutor, TA