High Dimensional data in Mathematical Finance Models.
Gaussian Process Regression for Derivative Portfolio Modelling,Pricing American Options using Monte Carlo Simulation Processes, Impact of Stock Market Development on Economic Growth using Cointegration Analysis.
Multi-agent reinforcement learning, systemic risk, algorithmic game theory
Optimisation, Stochastic Calculus, Algorithmic Trading,
Portfolio Theory, Asset Allocation, Machine Learning
Algorithmic Trading, Quantitative Finance