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I am an applied Mathematician at Imperial College London focusing on Quantitative Finance, Probability, Statistics, Data Analysis and Quantum Computing. My research is partially funded by 

UKRI New Horizon grant (Quantum algorithms)

- EPSRC (Rough Volatility, Distributed Quantum Computing)

- Innovate UK (Natural Language Processing and Machine Learning)

- Qube-RT (Market microstructure)


Quantum Computing in Finance Workshop (London, December 2022)

BOOK: Quantum Machine Learning and Optimisation in Finance, with O. Kondratyev

Quantum GAN (with A. Assouel, A. Kondratyev), appeared in Quantum Machine Intelligence

Analysis of Guyon's toy volatility model (with O. Bonesini, C. Lacombe)

(co-I) UKRI New Horizon grant on Quantum algorithms for simulation

(co-I) EPSRC Grant on Distributed Quantum Computing

Ergodic behaviour of Volterra processes (with A. Pannier, K. Spiliopoulos)

Rough Multifactor SPX-VIX (with A. Muguruza, A. Pannier)

Portfolio with options  (with J. Chan, T. Huckle, A. Muguruza)

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