Mahmoud Khabou

Quantitative Researcher.

Former Research Associate in Network Stochastic Processes and Time Series at Imperial College London.

I mainly work on Hawkes processes and Poisson autoregressions. More specifically:

-Stein's method and Malliavin's calculus

-Markovian approximation

-Stochastic optimal control

E-mail: m[dot]khabou[at]imperial[dot]ac[dot]uk