Scholar
Antoine (Jack) Jacquier
Google Scholar ID: T7aADi0AAAAJ
Imperial College London
Citations & Impact
Citations
1,371
H-index
20
i10-index
36
Publications
20
Co-authors
47
list available
Publications
Browse publications on Google Scholar (top-right) ↗
Resume (English only)
Academic Achievements
- - Publications: 'Quantum Path Signatures', 'Rough Bergomi turns grey', 'Quantum neural networks for PDEs: limitations and convergence', 'In-sample and out-of-sample Sharpe ratios for linear predictive models', 'Rough volatility, path-dependent PDEs and weak rates of convergence', 'Rough differential equations for volatility'
- - Books: 'Quantum ML and Optimisation in Finance, 2nd Edition', 'Rough volatility'
- - Involved in several research projects funded by UKRI New Horizon grant, EPSRC, Innovate UK, and Qube-RT
Research Experience
- - Director of the MSc in Mathematics and Finance, Imperial College London
- - Member of the Distributed Quantum Computing & Applications Group
- - Management Board Member, Imperial Centre for Quantum Engineering, Science and Technology
- - Member of the RISK Rising star in Quant Finance Committee
- - Member of the Data Science Institute, Imperial College London
- - Founding Member of the UK FinTech Academic Network
- - Visiting Researcher, The Alan Turing Institute
- - Senior Scientific Consultant, Lloyds Banking Group
- - ST Engineering Distinguished Professor
- - Quantum ML Instructional Designer, SandboxAQ
Background
- An applied Mathematician at Imperial College London focusing on Quantitative Finance, Probability, Statistics, Data Analysis and Quantum Computing.
Miscellany
- Interested in a PhD, Postdoc in Mathematical Finance or Quantum Computing? Contact him by email.
