About me
I am an OMI-Hooke Research Fellow at the University of Oxford, based jointly at the Oxford-Man Institute and the Mathematical Institute. I am also a Research Fellow at Reuben College. I completed my PhD in Applied Mathematics at KTH in Stockholm, Sweden under the supervision of Nacira Agram. My research focuses on Stochastic Control theory and Machine Learning applications.
You can view my CV here.
Interests: Control Theory, Stochastic Calculus, SDEs, BSDEs, BSVIEs, Deep Learning, Energy Markets, Mathematical Finance, Pollution Control
Inquiries
If you have any questions about my work or are interested in collaborating, please don’t hesitate to contact me.