statistics and forecasting
(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.
Algorithmic Trading, Financial Data Processing
Cybersecurity in Financial Markets, Real time trade clearing and settlement systems, Financial blockchains, Central Bank backed Digital currencies