Grants

Current grants:

• Co-I: 2022-present, EPSRC, NeST - Network stochastic processes and time series, Co-Investigator, joint with E. Cohen (Imperial), N. Heard (Imperial), M. Knight (York), G. Nason (PI) (Imperial), M. Nunes (Bath), P. Rubin-Delanchy (Bristol), G. Reinert (Oxford), Q. Yao (LSE), total support of £5,161,402.

• Co-I: 2022- present, Redspeed International Limited. Project: Detection of mobile phone use, Co-investigator, joint with A. Sivakumar (PI).

Former grants: 

• Co-I:    2018- 2023, Lloyds Register Foundation - Turing Programme on Data Centric Engineering, Grand challenge 2, budget: three five-year postdoctoral fellowships (~£700,000), Project: Monitoring complex systems with rare high consequence events, Co-Investigator, joint with N. Adams, A. Gandy, D. Graham, N. Heard, E. McCoy and M. Girolami (PI))

• Joint-PI: 2020-2022, Nanyang Technological University-Imperial Collaboration Fund, Project: Improving flood extent estimation with spatiotemporal models for extremes, £9,568 + S$10,000. With David Lallemant (PI) and Michele Nguyen (Co-I) (both NTU Singapore) 

• Co-I: Jan-May 2019: Isaac Newton Institute for Mathematical Sciences in Cambridge: Funding for a four-month research programme, budget: 137,700 GBP, Topic: The mathematics of energy systems, Co-investigator joint with J. Moriarty, A. Philpott, S. Zachary and B. Zwart

• PI:   2016-2019, PhD Co-funding by EDF (France), 30,000 GBP, Project: Stochastic modelling and estimation of renewable energy production data with applications in operational decision making

• PI: 2012-2017, Marie Curie FP7 Career Integration Grant (CIG), 7th European Union Framework Programme worth 100,000 EUR, Project: Tempo-spatial stochastic volatility: Modelling and statistical inference

• PI: 2010, FSE (Danish Council for Independent Research: Social Sciences), workshop grant worth 57,600 DKK (~7,700 EUR), Exploratory workshop: Ambit processes, non-semimartingales and applications

• PI: 2009-2010, FSE (Danish Council for Independent Research: Social Sciences), grant worth 723,600 DKK (~97,000 EUR), Project: Modelling and measuring volatility in financial markets