Adam Christopher Jones
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
"Deep Neural Network Initialization with Sparsity Inducing Activations", with I. Price, N. Daultry Ball, S. Chun Hei Lam, and J. Tanner. Published: ICLR 2024. arXiv:2402.16184
I am presently working on the robustification of deep hedging. My primary interests surround mathematical and quantitative finance, particularly in equity derivatives and exotics, and hedging thereof. Please get in touch for further details.
(Y23–24) Stipendiary Lecturer in Applied Mathematics at Lincoln College.
(TT22–23) A8 Probability, A9 Statistics. Tutor at Lincoln College.
(HT22–23) B8.3 Mathematical models of financial derivatives, two sets. TA.
I earned my MMath at the University of Warwick, focusing on dynamical systems and ergodic theory, with my thesis looking at the connections between those areas and stochastic analysis. I've since shifted towards mathematical finance and deep learning, under the supervision of Prof Blanka Horvath and industry partners at JPMorgan.