Welcome to my homepage!

I am a PhD student in the Statistics Department at University College London under the supervision of Dr. Gareth W. Peters.

My current research interests include:

  • Currency Carry Trades
  • Commodity Curve Modelling
  • Copula Modelling
  • Dependence Modelling in High Dimensions
  • Multivariate Tail Dependence in Carry Trade Portfolios
  • Limit Order Book Modelling
  • Time Series
  • Systematic Trading


Dr Gareth W. Peters (University College London)
Dr Guillaume Bagnarosa (ESC Rennes School of Business)
Prof Pavel Shevchenko (CSIRO)
Dr Ioannis Kosmidis
(University College London)

Last updated: 16th January 2016