About

I completed my PhD in Mathematics at University College London under the supervision of Prof. Hao Ni. My research focused on the intersection of rough path theory, machine learning, and financial mathematics, with particular emphasis on time series prediction and synthetic data generation. During my PhD, I actively collaborated with researchers from the Datasig research group and Alan Turing Institute, contributing to the development of software solutions for real-world applications such as molecular learning, sepsis prediction, and COVID-19 forecasting. While I no longer work full-time in academia, I continue to maintain our code repositories and welcome any inquiries or discussions regarding those projects.

Currently, I work in the financial industry, where I design computational tools to tackle a variety of complex mathematical challenges. My primary research interests are on causality analysis, financial time series representation, and portfolio optimization. I am always open to discussions and collaborations on these or related topics.