Organizing a month-long program on 'Bridging Stochastic Control And Reinforcement Learning' jointly at Isaac Newton Institute and Alan Turing Institute (Nov 3 - Nov 28, 2025); Co-organizing the 'Algorithmic Learning in Games' online seminar series.
Research Experience
Formerly an Assistant Professor at the Department of Statistics, London School of Economics and Political Science.
Education
PhD from the Mathematical Institute at the University of Oxford.
Background
Associate Professor in Mathematical Finance and Machine Learning, and co-director of the MSc in Mathematics and Finance at the Department of Mathematics, Imperial College London. Research interests include machine learning, stochastic control and games, and mathematical finance.
Miscellany
Open to discussing projects and collaborations, especially with PhD students passionate about his research topics.