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:
- 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 (Molinero Capital Management)