Research
Specialisations
- Finance
- Statistics and Probability
- Artificial Intelligence
- Applied Mathematics
Research topics
- Stochastic processes and financial applications
- Statistical Methods and Inference
- Bayesian Methods and Mixture Models
- Financial Risk and Volatility Modeling
- Point processes and geometric inequalities
- Publications
- 199
- Citations
- 3.4K
- h-index
- 21
- Papers, last 3 years
- 16
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