Woodstock Road
Oxford, Oxfordshire OX26GG
United Kingdom
British Library
96 Euston Road
London, NW1 2DB
University of Oxford - Mathematical Institute
The Alan Turing Institute
Neural Networks, derivative pricing, hedging, model risk, data cleaning, quantitative finance, data-driven models, market generators, uncertainty, reinforcement learning, sensitivity, adversarial attacks, robustness, expert design
Market models, no-arbitrage, European options, neural networks, neural SDE, constrained diffusions, statistical inference
Hawkes processes, stochastic gradient descent, point processes, Monte Carlo methods, adaptive stratified sampling.
limit order book, latency arbitrage, high-frequency trading, Tobin tax
Market models, European options; risk measures, market simulators; no-arbitrage, neural SDE
multi-armed bandit, parametric bandit, generalised linear model, dynamic pricing
Market models, European options, market simulators, no-arbitrage, neural-SDE, hedging
Inference, switching cost, inferential expectations, hypothesis test.
