Hello 👋
I am a PhD student in Statistics and Applied Probability studying at the University of California Santa Barbara - commencing Fall 2022.
I am interested in studying, researching and teaching interesting topics in mathematics, statistics, finance and data science. Recently my work has focussed on researching the use of machine learning algorithms for determining and forecasting mutual fund survival capacity.
Research Interests
My research interests are broadly orientated towards financial mathematics and statistics with a specific emphasis on machine learning, probability theory, stochastic processes and computational statistics and their applications in finance for pricing financial derivatives, risk modelling and portfolio. Most recently my research has been focussed on investigating the implementation of machine learning algorithms for predicting and forecasting the survival capacity of actively managed mutual funds.
Animated 2D Random Walk Plot.
Education
🎓 MSc Quantitative Finance - Lancaster University (2021)
🎓 BSc Mathematics with Statistics - Lancaster University (2018)
Projects
Spot rate simulations over time.
I have completed numerous analysis and research projects using programming languages such as Python, R, MATLAB and SAS. I typically write up my reports using either LaTeX or Markdown.
Some of my favourite projects have been analysing the properties and behaviour of financial data, for example:
- Implementing Black Scholes & Vasiciek Models
- Calculating VaR of FTSE100 time series data using GARCH models
A full list of my project work can be found here.
Tutoring
I currently work as a mathematics and statistics tutor on MyTutor - the UK’s leading online tutoring platform - providing expert tuition to students ranging from GCSE level to 3rd year undergraduate university students.
I am currently in the process of creating a specific tutoring section to this website where I will be uploading revision documents which can be accessed by anybody who would like to use them!
Contact
I always welcome any opportunity to collaborate on research projects. If you would like to contact me to discuss potential opprtunities please feel free to reach out to me on LinkedIn or via email.