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: 23rd September 2015