James Clerk Maxwell Building
Peter Guthrie Tait Rd
Edinburgh, EH9 3FD
United Kingdom
University of Edinburgh - School of Mathematics
limit order book, latency arbitrage, high-frequency trading, Tobin tax
Conditional Generative Adversarial Network, Neural Networks, Time Series, Rough Path Theory, Generative Modelling, Wasserstein Distance, Mathematical Finance, Signatures
Stochastic Differential Equations, Deep Neural Network, Derivative Pricing, Stochastic Gradient Descent