Saad Labyad
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Machine Learning, Statistics, Algorithmic Trading, Market Microstructure.
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.
Gradient-based estimation of linear Hawkes processes with general kernels.
Cartea, Álvaro and Cohen, Samuel N. and Labyad, Saad;
Preprint (2021)
https://ssrn.com/abstract=3969208
Deriving multiple-input production and utility functions from elasticities of substitution functions.
Labyad, Saad and Senouci, Mehdi;
hal-01866275 (2018)
https://hal-centralesupelec.archives-ouvertes.fr/LGI/hal-01866275v1
Ioan and Rosemary James / Mathematical Institute scholarship.
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)