DPhil student in Mathematics under the supervision of Prof. Doyne Farmer.
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
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