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
In my research I focus on systemic risk and the links between this phenomenon 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.