I am currently a PhD student at the Cantab Capital Institute for the Mathematics of Information (CCIMI), Faculty of Mathematics, University of Cambridge.
I am a founding member of the Optimal Portfolio Research Group, and within the faculty I volunteer at the Stats Clinic.
I am working on my thesis entitled "Analyses and Algorithms on Big Time Series" .
I am a competitive poker player. See here for a record of my tournament rankings. In academic year 2023-24, I am serving as the President of the Cambridge University Poker Society .
Previously, I taught ST456 Deep Learning at the London School of Economics in 2022.
Recent Publications / Pre-prints
Low Volatility Stock Portfolio Through High Dimensional Bayesian Cointegration, 2024 [jointly with Dr Alex Shestoplaoff ]
Stock Volume Forecasting with Advanced Information by Conditional Variational Auto-Encoder, 2024 [jointly with Dr Alex Shestoplaoff ] (to present in the 5th ACM International Conference on AI in Finance )
Bayesian Analysis of High Dimensional Vector Error Correction Model, 2023 [jointly with Dr Alex Shestoplaoff, revision in progress]
Using the yield curve to forecast economic growth, Journal of Forecasting, 2020
Recent Presentations
- 2024 June: Stats PhD+Postdoc Lunch Time Seminar Series hosted by Statistical Laboratory, Cambridge
- 2022 Sep: Data Science Seminar Series hosted by Goldman Sachs (London)
- 2022 Aug: Unconference Series hosted by Oxford Machine Learning Summer School
- 2022 March: Statistics and Machine Learning in Finance Seminar Series hosted by Department of Statistics, University of Oxford
- 2021: CCIMI - Industry Engagement
hosted by the Isaac Newton Institute and CCIMI, University of Cambridge
- 2021: The Flip Side of the Pandemic: Recent Advances in the Mathematics of Information, hosted by the Isaac Newton Institute and CCIMI, University of Cambridge
Bank of England, Federal Reserve, and King's College London joint conference series: Modelling with Big Data and Machine Learning
Helpful info
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Term dates (Oxford, Cambridge, and LSE)
- Train stations' live departure: Cambridge, King's Cross, Farringdon
Contact
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