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

Collaborators:


Dr. Gareth W. Peters (University College London)
Dr. Guillaume Bagnarosa (Molinero Capital Management)