Alif Aqsha
Pronouns
He / Him
Status
Postgraduate Student
3rd year CDT student in Mathematics of Random Systems
Research groups
Address
Oxford-Man Institute of Quantitative Finance
Eagle House
Walton Well Road
Oxford
OX2 6ED
Major / recent publications
A Aqsha, P Bank, and L Sánchez-Betancourt, Solving linear-quadratic stochastic control problems with signatures, arXiv preprint arXiv:2602.23473, 2026.
A Aqsha, P Bergault, and L Sánchez-Betancourt, Equilibrium reward for liquidity providers in automated market maker, arXiv preprint arXiv:2503.22502, 2025.
A Aqsha, F Drissi, and L Sánchez-Betancourt, Strategic learning and trading in broker-mediated markets, arXiv preprint arXiv:2412.20847, 2024.
Teaching
HT26 C8.7 Optimal Control (Tutor)
HT26 MCF Asset Pricing (TA)
MT25 MCF Financial Derivatives I (Tutor)
MT24 B8.1 Probability, Measure and Martingale (TA)
HT24 B8.2 Continuous Martingales and Stochastic Calculus (TA)
Prizes, awards, and scholarships
Full scholarship from the Oxford-Man Institute of Quantitative Finance through the EPSRC CDT in Mathematics of Random Systems.
Research interests
My research interest is in mathematical finance, in particular:
- optimal control in finance (e.g. optimal execution, stopping).
- financial stochastic games (e.g. interaction between liquidity providers, takers, and exchanges).
- signature methods to numerically solve (1) and (2).