Research
Specialisations
- Finance
- Statistical and Nonlinear Physics
- Management Science and Operations Research
- Statistics and Probability
- Economics and Econometrics
Research topics
- Stochastic processes and financial applications
- Model Reduction and Neural Networks
- Risk and Portfolio Optimization
- Markov Chains and Monte Carlo Methods
- Economic theories and models
- Publications
- 65
- Citations
- 459
- h-index
- 12
- Papers, last 3 years
- 15
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