About me

Who am i?

I am a postdoctoral researcher at the Oxford-Man Institute and Machine Learning Research Group at the University of Oxford. I received my PhD degree from the University of Oxford, supervised by Prof. Stephen Roberts and Dr. Stefan Zohren. I hold an MSc in Applied Statistics from the University of Oxford and a BSc in Economics and Statistics from the University College London. 

My core research interests are in quantitative finance, especially applying deep learning models to financial time series prediction. Current works focus on Bayesian neural networks and design strategies based on derived signals.

Education

University of Oxford

  • DPhil in Engineering Science (Machine Learning Research Group).
  • Research on machine learning for financial applications including trading, portfolio optimisation, optimal execution and market making.

University of Oxford

  • MSc in Applied Statistics

University College London

  • BSc (Econ) Economics and Statistics

Extraordinary Experiences

Man AHL | Research Associate

  • Joined Research team to produce short-term predictive signals.Ÿ

Mind Foundry | Research Analyst

  • Joined Machine Learning research team to design AutoML algorithms for network architecture search. 
CV