Boyao Zhang
MSc in Mathematical and Computational Finance
Pronouns
She / Her
Status
Postgraduate Student
Research groups
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
United Kingdom
Research interests
My research interests are in Bayesian statistics, simulation-based inference and financial econometrics. I am interested in developing and applying ABC, SMC, MCMC and Bayesian synthetic likelihood methods to complex stochastic models, especially latent-state and time series models arising in quantitative finance and market microstructure.