(SDEs, PDEs, FBSDEs), Volatility forecasting, Derivative pricing and Stochastic volatility models.
Computational Finance, Commodity Markets, Time Series analysis and Forecasting, Software Engineering
Monte Carlo methods, State-space models and Statistical machine learning.
High Dimensional data in Mathematical Finance Models.
Multi-agent reinforcement learning, systemic risk, algorithmic game theory
Optimisation, Stochastic Calculus, Algorithmic Trading,
Algorithmic Trading, Quantitative Finance