University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Machine Learning, Topological Data Analysis, Algorithmic Trading, Market Microstructure.
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, stochastic modelling and algorithmic trading.
- Algorithmic Trading (Prof. Alvaro Cartea)
- Introduction to Stochastic Control (Prof. Alvaro Cartea)
- Stochastic Calculus (Prof. Hanqing Jin)
- Market Microstructure (Prof. Martin Gould)
- Exotic Derivatives (Prof. David Proemel)
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;