Julien Vaes
BSc, MSc
Status
Postgraduate Student
Research groups
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Research interests
My research interests lie primarily in optimisation and game theory applied to power systems.
Major / recent publications
J. Vaes and R.A. Hauser. Optimal trade execution with uncertain volume target. Journal of Computational Finance, 26(1), 2022. doi:10.21314/JCF.2022.018.
Teaching
B6.3 Integer Programming - Teaching Assistant (MT18, MT20)
C5.4 Networks - Teaching Assistant (HT19)
C6.2 Continuous optimisation - Tutor (HT21)