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I am currently a final year PhD student at the Cantab Capital Institute for the Mathematics of Information (CCIMI), Faculty of Mathematics, University of Cambridge.
I am a founding member of the Optimal Portfolio Research Group, and within the faculty I volunteer at the Stats Clinic.
I am working on my thesis entitled "Analyses and Algorithms on Big Time Series". This thesis consists of ten chapters and incorporates several of my published papers, alongside philosophical reflections on the nature of intelligence and forecasting.
I am a competitive poker player. See here for a record of my tournament rankings. In academic years 2023-25, I was serving as the President of the Cambridge University Poker Society .
Previously, I taught ST456 Deep Learning at the London School of Economics in 2022.
Recent Publications / Pre-prints
Low Volatility Stock Portfolio Through High Dimensional Bayesian Cointegration, 2024 [jointly with Dr Alex Shestoplaoff ]
Stock Volume Forecasting with Advanced Information by Conditional Variational Auto-Encoder, 2024 [jointly with Dr Alex Shestoplaoff ] (accepted at the 5th ACM International Conference on AI in Finance )
Bayesian Analysis of High Dimensional Vector Error Correction Model, 2023 [jointly with Dr Alex Shestoplaoff, revision in progress]
Using the yield curve to forecast economic growth, Journal of Forecasting, 2020
Recent Presentations
- 2026 Jan: Quant + AI in Finance, hosted by King's College London
- 2025: PhD Viva: Analyses and Algorithms on Big Time Series by Faculty of Mathematics, Cambridge
- 2025 Jan: LIPNE Lab Seminar Series hosted by Faculty of Economics, Cambridge
- 2024 June: Stats PhD+Postdoc Lunch Time Seminar Series hosted by Statistical Laboratory, Cambridge
- 2022 Sep: Data Science Seminar Series hosted by Goldman Sachs (London)
- 2022 Aug: Unconference Series hosted by Oxford Machine Learning Summer School
- 2022 March: Statistics and Machine Learning in Finance Seminar Series hosted by Department of Statistics, University of Oxford
- 2021: CCIMI - Industry Engagement
hosted by the Isaac Newton Institute and CCIMI, University of Cambridge
- 2021: The Flip Side of the Pandemic: Recent Advances in the Mathematics of Information, hosted by the Isaac Newton Institute and CCIMI, University of Cambridge
Bank of England, Federal Reserve, and King's College London joint conference series: Modelling with Big Data and Machine Learning
Helpful info
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Term dates (Oxford, Cambridge, and LSE)
- Train stations' live departure: Cambridge, King's Cross, Farringdon
Contact
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