Outreach and other activities

News, Outreach and Popular Media Contributions:

Rough volatility's steampunk vision of future finance 2021
Contribution to the FaIR Advances Report 2021, August, 2020
Risk.net Podcast: Blanka Horvath and Gordon Lee on market generator models, March 2020
Honoured to receive the Quant Rising Star Award of Risk magazine at the Risk Awards, November 2019.
Shortlisted for the Research Paper of the Year at the RiskMinds Awards Decemper 2019.
K-Net Article: ``Building a Deep Neural Network", May 2019.
An interview for Fintech Capital Markets: Interview: using deep neural networks for derivatives pricing problems written by Anna Reitmann, April 2019.

Risk.net Rising Star Award

Deep Learning: Foundations and Concepts:
with A Kratsios, R Saqur, Quantitative Finance 24(12), 1725–1727.

Quantitative Finance 24 (12), 1725-1727

Synthetic Data for Deep Learning
Quantitative Finance 22 (3), 423-425

with A Gnoatto, Quantitative Finance 22 (11), 1971-1972

Quantitative Finance 21 (9), 1435-1436

with Z Grbac, Quantitative Finance 21 (8), 1263-1265

Winter Run London, 2023, 2024
Zurich Marathon Team Run (18 km) 2014
SOLA relay race (overall 116.1 kilometres, 14 runners) 2011, 2012, 2013, 2014, 2015

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