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Current Projects

Rough
Volterra Systems

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Collaborators:

Alex Pannier

Kostas Spiliopoulos

Rough
Volterra Systems
Machine Learning
Machine Learning

Collaborators:

Paul Bilokon

Lukasz Szpruch

Zan Zuric

CCP and Clearing
CCP and Clearing

​Collaborators:

Johannes Muhle-Karbe

Zeliade Systems

Quantum Computing
Quantum Computing

Collaborators:

Amine Assouel

Alexei Kondratyev

Mugad Oumgari

Daniel Schwarz

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Volatility modelling
Market microstructure
NLP for Financial Regulation

Joint with Finreg-E

NLP for Financial Regulation
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