Sergio Calvo Ordonez
BSc, MPhil (cantab)
Pronouns
He / Him
Status
Postgraduate Student
CDT in Mathematics of Random Systems Student
DPhil in Mathematics Student
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
Major / recent publications
- Epistemic Uncertainty and Observation Noise with the Neural Tangent Kernel
S Calvo-Ordoñez, K Palla, K Ciosek - Uncertainty Modeling in Graph Neural Networks via Stochastic Differential Equations
R Bergna, S Calvo-Ordoñez, F L. Opolka, P Liò, JM Hernandez-Lobato - Partially Stochastic Infinitely Deep Bayesian Neural Networks
Calvo-Ordoñez, S; Meunier, M; Piatti, F; Shi, Y - The Missing U for Faster & Lighter Diffusion Models
Calvo-Ordoñez, S; Cheng, C; Huang, J; Zhang, L; Yang, G; Schönlieb, CB; Aviles-Rivero, AI - Beyond U: Making Diffusion Models Faster & Lighter
Calvo-Ordoñez, S; Huang, J; Zhang, L; Yang, G; Schönlieb, CB; Aviles-Rivero, AI
Preferred address
Oxford-Man Institute of Quantitative Finance, Eagle House, Walton Well Road, Oxford OX2 6ED
Research interests
I am interested in the developments and applications of Machine Learning in Quantitative Finance. More specifically, I am interested in Graph Representation Learning, Uncertainty Quantification, Generative Modelling, Neural Differential Equations, and their intersection with Finance.
Teaching
MCF Statistics and Financial Data Analysis (TA)
Prizes, awards, and scholarships
CDT in Mathematics of Random Systems Scholarship
Oxford-Man Institute Scholarship
QMUL School of Physical and Chemical Sciences Dean's List (x3) - Ranked top 1%