Saad Labyad
MSc in Mathematical and Computational Finance (University of Oxford), MEng in Applied Mathematics (Ecole Centrale de Paris)
Status:
Postgraduate Student
Personal website:
CV (108.00K)
+44 1865 273589
Research groups:
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Research interests:
Machine Learning, Statistics, Algorithmic Trading, Market Microstructure.
Further details:
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.
Teaching:
Teaching Assistant:
- Algorithmic Trading (Prof. Alvaro Cartea)
- Introduction to Stochastic Control (Prof. Alvaro Cartea)
- Stochastic Calculus (Prof. Hanqing Jin)
- Market Microstructure (Prof. Martin Gould)
Tutor:
- 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;
hal-01866275 (2018)
https://hal-centralesupelec.archives-ouvertes.fr/LGI/hal-01866275v1