My focus is on applying AI and machine learning techniques in finance and insurance, covering areas such as risk assessment, algorithmic trading, and predictive modeling. Additionally, I conduct deep mathematical analysis to enhance model robustness and interpretability in these domains.
My focus is on portfolio optimization and management across various asset classes such as equity, commodities, and ETFs, as well as different investment styles. Additionally, I conduct deep mathematical analysis on these areas.
My research focuses on emissions trading systems, carbon allowances, carbon-credit markets, policy-driven market dynamics, and quantitative methods for monitoring and managing carbon-market risk.
My research on Derivative Markets and Pricing encompasses a blend of stochastic modeling, numerical methods, risk management, and advanced pricing techniques for financial derivatives.
My research on Actuarial Pricing and Management encompasses a range of quantitative techniques and models to assess risk, price insurance products, and optimize financial strategies in the insurance industry.
Financial Ecosystem, Market Maker, HFT
My focus is on applying the Monte Carlo method in various fields, with an emphasis on improving and developing novel approaches.
Research on quantum and quantum-inspired computing methods for financial modelling, simulation, portfolio construction, risk analysis, and derivative pricing.
My research applies econometrics, computational methods, and data-driven models to economic policy, financial markets, and decision-making under uncertainty.
Quantitative measurement and management of market, portfolio, volatility, and tail risk using adaptive statistical models, stress indicators, and decision-focused risk limits.
Algorithmic trading involves designing, implementing, and optimizing computerized trading strategies that execute trades at high speed based on mathematical models and statistical analysis.
Mathematical and computational optimization for portfolio design, financial risk, operational planning, and resource allocation under constraints and uncertainty.
My other areas of interest, though not my primary focus.
