+44 1865 273589
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
I am a PhD student in Mathematics at the University of Oxford, supervised by Professor Samuel Cohen and Professor Alvaro Cartea. My research interests lie in theoretical and applied statistical learning, and algorithmic trading.
Stochastic Calculus (TA), Introduction to Stochastic Control (TA), Algorithmic Trading (TA), Market Microstructure (TA), Exotic Derivatives (Tutor).
Prizes, awards, and scholarships:
Ioan and Rosemary James / Mathematical Institute scholarship.
Major / recent publications:
Deriving multiple-input production and utility functions from elasticities of substitution functions.
Labyad, S; Senouci, M;