Applied Mathematician
I regularly participate in the organisation of conferences and workshops, whose aims are to help disseminate research and to encourage interdisciplinary collaboration
Quantum For Quants, Abu Dhabi, January 2024 (joint with A. Neufeld and ADIA Lab)
Volatility is rough. Now what?, Isle of Skye, May 2023 (joint with J. Gatheral, A. Pannier, M. Rosenbaum)
Machine Learning and PDEs workshop II, London, April 2023 (joint with J. Ruf, C. Salvi)
Imperial College Optimisation Workshop, London, January 2023 (joint with K. Leung)
Quantum Computing in Finance, London, December 2022 (joint with A. Kondratyev)
Machine Learning and PDEs workshop, London, September 2022 (joint with J. Ruf, C. Salvi)
Bachelier Congress Session in honour of M.H.A. Davis, online, June 2022 (joint with J. Obloj)
Rough Volatility workshop, London, March 2022 (joint with A. Pannier)
Alan Turing Machine Learning Breakfast Series, London, 2019
IMS-FIPS 2018, King's College London, September 2018
Jim Gatheral's 60th Birthday Conference, Courant Institute, NYU, October 2017
Oberwolfach Workshop: Mathematics of Quantitative Finance, Oberwolfach, March 2017
Rough Volatility Meeting, London, October 2016
London-Paris Bachelier Workshop, Paris, September 2016
Workshop At the Frontiers of Quantitative Finance, ICMS, Edinburgh, June 2016
London-Paris Bachelier Workshop, King's College, London, 25-26 September 2015
Workshop on Stochastic and Quantitative Finance, Imperial College London, November 2014
London-Paris Bachelier Workshop, Institut Louis Bachelier, Palais Brongniart, Paris, September 2014
Imperial Workshop on Large Deviations Theory, Complexity and Networks, Imperial College London, July 2013
Workshop on Large deviations and asymptotic methods in finance, Imperial College London, April 2013