Saad Labyad

MSc in Mathematical and Computational Finance (University of Oxford), MEng in Applied Mathematics (Ecole Centrale de Paris)

Status

Postgraduate Student

Research groups

Address
Mathematical Institute
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 fourth year PhD student in Mathematics at the University of Oxford, supervised by Professor Samuel N. Cohen and Professor Álvaro Cartea.

My current research interests lie in point processes and their applications to study high frequency financial data.

Major / recent publications

Gradient-based estimation of linear Hawkes processes with general kernels.

Cartea, Álvaro and Cohen, Samuel N. and Labyad, Saad;

Preprint (2021)

Deriving multiple-input production and utility functions from elasticities of substitution functions.

Labyad, Saad and Senouci, Mehdi;

hal-01866275 (2018)

Prizes, awards, and scholarships

Ioan and Rosemary James / Mathematical Institute scholarship.

Teaching

Teaching Assistant:

Tutor: