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 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
In my thesis I work on complex contagion models for financial systems. 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.
- Statistics, Econometrics, Machine Learning
- Optimization, Evolutionary Computation
- Numerical methods, Simulation, Algorithms
- Combinatorics, Networks
- Agent-based modelling, Game Theory
- Computational Game Theory (MSc MFOCS, CS): Tutor, TA