I am a Lecturer of Financial Mathematics at the University of Liverpool.
I obtained my DPhil in Mathematics at the University of Oxford where I studied the theory of rough paths in the context of manifolds. After that, I joined the Technische Universität Berlin and the University of Potsdam to work on a geometric interpretation of the theory of regularity structures. Subsequently, I became a member of the Chair of Mathematics of Information Processing (at RWTH Aachen University) and worked on machine learning techniques for data streams.
Prior to my DPhil, I studied financial mathematics at Télécom Paris and the University of Paris (formerly Université Paris Diderot) and worked as a consultant for Murex, a provider of technology solutions for financial institutions.
Machine learning for data streams & reservoir computing (recurrent neural networks),
Theories of rough paths & regularity structures,
Machine learning for mathematical finance and microfinance,
Stochastic analysis on manifolds & Lipschitz geometry.
You can find more information on my research interests and publications here. You can also download my CV as a PDF file.
The section "Outside mathematics" brings you to some of my activities outside my research work such as my educational project "Abri d'Oiseaux".
I am always keen to hear from enthusiastic researchers and students who are interested in working with me.
Postdoctoral researchers: When funded positions become available, they will be advertised here. In addition, there are external funding opportunities (such as the EPSRC Open and Open+ Fellowships) that we could explore together. If you are interested, please get in touch at an early stage so that we can prepare the necessary paperwork at the University of Liverpool before submitting an application.
PhD applicants: I welcome enquiries from motivated and well-qualified candidates worldwide who are considering a PhD under my supervision. You are encouraged to contact me before applying to discuss possible projects. Further details about the application process at the University of Liverpool can be found here. If you are not self-funded, it is important to secure funding first; occasionally, the University advertises studentships (for example here) that may cover tuition fees, a stipend, and research-related expenses.
Undergraduate and MSc students: I regularly supervise projects in the second semester on both theoretical and applied topics. If you are interested, please get in touch. To ensure you are well-prepared, I normally expect at least one of the following: (a) an average grade above 85 in your previous years of study in Liverpool, (b) a minimum of 80 in the class test of MATH362, or (c) a minimum of 80 in the class test of MATH370.