Research


My research is centred on the development and application of approaches in machine learning, statistical inference and high-performance computing to address domain challenges under the broad umbrella of predictive analytics. Current projects include, among others, market microstructure and information efficiency in emerging markets, geospatial analysis and simulation-based approaches to crime prevention, and impacts from healthcare crises and technology infrastructure disruptions.

Machine learning & statistics

  • Non-parametric Bayesian methods
  • Estimation theory and sampling
  • Deep learning techniques

OR & public resource analysis

  • Geospatial analysis and simulations
  • Healthcare analytics and policy
  • Quantitative criminology

Finance & asset management

  • FinTech and infrastructure disruption
  • Efficiency in emerging markets
  • Econometric forecasting

Research visits and programmes: