Adam Christopher Jones
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
- "Ambiguity-Averse Deep Hedging with Feature Clustering", with B. Horvath, C. Reisinger, B. Wood, L. Bai, and A. Akkari. Preprint 2025. SSRN:5390563
- "Deep Neural Network Initialization with Sparsity Inducing Activations", with I. Price, N. Daultry Ball, S. Chun Hei Lam, and J. Tanner. Published: ICLR 2024. arXiv:2402.16184
- "On Counting Cards and Learning Optimal Deviations from Blackjack Strategies", solo author. Published: SIGBOVIK 2025. Won the SIGBOVIK 2025 spirit award.
(Y23–24) Stipendiary Lecturer in Applied Mathematics at Lincoln College.
(TT22–23) A8 Probability, A9 Statistics. Tutor at Lincoln College.
(HT22–23) B8.3 Mathematical models of financial derivatives, two sets. TA.
I earned my MMath at the University of Warwick, focusing on dynamical systems and ergodic theory, with my thesis looking at the connections between those areas and stochastic analysis. I've since moved into deep learning and math finance, under the supervision of Prof Blanka Horvath and industry partners at J.P. Morgan.
My research tends to orbit deep hedging. I have interests in decision theory, deep learning, and quant research in equities (exotics in particular).
Full scholarship from the EPSRC to study the Mathematics of Random Systems: Analysis, Modelling and Algorithms.
Peter Carr Memorial Award at QuantMinds 2025: my poster presenting Ambiguity-Averse Deep Hedging achieved 1st place out of 13, with a vote share of 33%.