PhD students and Postdoctoral researchers

If you would like to do a PhD on a topic related to my research interests, please feel free to get in touch with me. 

Current PhD students:

• Cathy Yin (Imperial, 2024 - present), President's Scholar, jointly supervised with Adam Sykulski

• Stephanie Tumampos (TUM, 2021 - present). External co-supervision within the Imperial-TUM-JADS project "Modelling, Prediction and Anomaly detection of Earth Surface Dynamics" joint with Dan Crisan (Imperial) . Main TUM-based PhD advisors: Marco Koerner (TUM), Martin Werner (TUM)

• Yuan Li (Imperial, 2020 - present), President's Scholar, jointly supervised with Mikko Pakkanen (Imperial)

Current postdoctoral researcher:

• Dr Mahmoud Khabou, 2023 - present, Project: Network Stochastic Processes and Time Series (NeST)

• Dr Jiaming Chen, 2025 - present, Project: Network Stochastic Processes and Time Series (NeST)

Previous postdoctoral researchers:

• Dr Yan Gong (Imperial and Alan Turing Institute, 2023 (6 months), Project: Monitoring complex systems with rare high consequence events, jointly supervised with Axel Gandy (Imperial)

• Dr. Bennet Stroeh (Imperial and Alan Turing Institute, 2021 - 2022), Project: Monitoring complex systems with rare high consequence events, jointly supervised with Axel Gandy (Imperial)

• Dr. Kaushik Jana (Imperial and Alan Turing Institute, 2018 - 2021), Project: Monitoring complex systems with rare high consequence events, jointly supervised with Axel Gandy (Imperial). Now Assistant Professor at Ahmedabad University, India.

Previous PhD students:

1. Dr. Maja Schneider (Technical University of Munich, 2020-2025).  TUM-based PhD student within the Imperial-TUM-JADS project "Modelling, Prediction and Anomaly detection of Earth Surface Dynamics. Project: From Unstructured Administrative Data to a Harmonised European Reference Dataset for Machine Learning in Remote Sensing. Jointly supervised with Marco Koerner (who was the main supervisor) (Technical University of Munich). First job after PhD: Data Scientist at Agrimetrics

2. Dr. Lorenzo Lucchese (Imperial, 2021 - 2025) (CDT: Mathematics of Random Systems), Project: Advances in Stochastic Processes with Machine Learning Applications. Jointly supervised with Mikko Pakkanen (Imperial). First job after PhD: Quantitative Researcher at GSA.

3. Dr. Shreya Mehta (Imperial, 2020 - 2024), (Schrödinger-Roth Scholarship, Imperial), Project: Analysis of dissipative dynamics on noncommutative spaces and statistical inference of continuous time network stochastic processes. Jointly supervised with Boguslaw Zegarlisnki (who was the main supervisor). First job after PhD: Quant at Deutsche Bank

4. Dr. Dan Leonte (Imperial, 2020 - 2024) (CDT: Mathematics of Random Systems), jointly supervised with Dan Crisan (Imperial). Member of the Imperial-TUM Joint Academy of Doctoral Studies, Thesis: Simulation methods, parameter inference and forecasting for trawl processes and ambit fields. First job after PhD: Postdoctoral Researcher at King Abdullah University of Science and Technology (KAUST)

5. Dr. Phillip Murray (Imperial, 2019 - 2023) (CDT: Modern Statistics and Machine Learning), jointly supervised with Mikko Pakkanen (who was the main supervisor) (Imperial), Thesis: Machine Learning Algorithms for Pricing and Hedging of Derivatives. First job after PhD: Quantitative Research Associate at JPMorgan Chase & Co.

6. Dr. Valentin Courgeau (Imperial, 2017 - 2021) (CDT: Financial Computing and Analytics), Thesis: Stochastic processes for graphs, extreme values and their causality: Inference, asymptotic theory and applications (joint runner- up of the 2022 Yael Dowker Prize for the best Mathematics PhD Thesis at Imperial College London). First job after PhD: Quantitative Researcher at Millenium. 

7. Dr. Paulina Rowinska (Imperial, 2016 - 2020) (CDT: Mathematics of the Planet Earth), jointly supervised with Olivier Feron (EDF). Thesis: Stochastic modelling and statistical inference for electricity prices, wind energy production and wind speed. Content writer at Brilliant.org

8. Dr. Riccardo Passeggeri (Imperial, 2016 - 2019) (CDT: Mathematics of the Planet Earth) Thesis: On quasi-infinite divisibility, limit theorems and signatures. First job after PhD: Postdoctoral researcher (FSMP fellow) at LPSM, Sorbonne University, Paris. Now: Lecturer at Imperial College London.

9. Dr. Noor 'Adilah Ibrahim (Oslo, 2016 - 2018), jointly supervised with Fred Espen Benth (University of Oslo), who was the main supervisor. Thesis: Stochastic modelling of weather risk in energy markets. First job after PhD: Lecturer at Islamic Science University of Malaysia

10. Dr. Michele Nguyen (Imperial, 2013 - 2017) (Imperial College Scholarship) . Thesis: Fundamental classes of ambit fields in space and space-time. Jointly supervised with Greg Pavliotis (Imperial). First job after PhD: Postdoctoral Research Scientist in Geospatial Modelling of Infectious Diseases at the University of Oxford

11. Dr. Andrea Granelli (Imperial, 2012 - 2016) (Departmental scholarship for a Mini-CDT in Stochastic Analysis). Thesis: Limit theorems and stochastic models for dependence and contagion in financial markets. Jointly supervised with Dan Crisan (Imperial). First job after PhD: Equity quant at Deutsche Bank, London 

12. Dr. Ragnhild Noven (Imperial, 2012 - 2016) (PhD Scholarship by the Grantham Institute, Imperial). Thesis: Statistical models for spatio-temporal extrema and dependencies. Jointly supervised with Axel Gandy (Imperial). Offered the Biometrika Research Fellowship in 2016. Quantitative researcher at G-Research.

13. Dr. Hanna Zdanowicz (University of Oslo, 2012 - 2015). Thesis: Pricing and Hedging in Energy Markets with Weather Factor Risk. Jointly supervised with Fred Espen Benth (University of Oslo), who was the main supervisor. First job after PhD: Researcher at Norsk Regnesentral (Oslo)

14. Dr. Heidar Eyjolfsson (University of Oslo, 2010 - 2013). Thesis: Approximation methods for ambit fields applied to power markets. Jointly supervised with Fred Espen Benth (University of Oslo), who was the main supervisor, and Ole E. Barndorff-Nielsen (Aarhus University). First job after PhD: Postdoctoral researcher at the University of Bergen. Now: Assistant Professor at Reykjavik University, Iceland.