Past and Current Students

In the following the dissertations I followed as supervisor:

MRes/PhD Students:

  • Shirsendu Podder, Cooperation and Incentives in distributed platforms (started MRes in 09/2018)

Post Graduate Students:

  • Shirsendu Podder, Copula Models in CDO Tranche Pricing, MSc Computational Finance, UCL (2017/18). CURRENT JOB: Ph.D. Student at UCL.
  • Zhe Yang, Automating PPI payments reconciliation using python & Modelling the PPI cost using bootstrap and normal distribution, MSc Financial Risk Management, UCL (2017/18).
  • Thomas Calcagni, PPI: Automation of a Financial Burden, MSc Financial Risk Management, UCL (2017/18). CURRENT JOB: National Account Executive presso The Kraft Heinz Company
  • ZhouZhou Gu, Frog in the pan, momentum and information: E-mini S&P 500 and EUR/USD, MSc Financial Risk Management, UCL (2017/18). CURRENT JOB: Business analyst at Sinar Mas Group.
  • Qingwen Sun, Analysis of MiFID II and RPI component data and the effect of the publication on market pricing and directionality, MSc Computational Finance, UCL (2017/18). CURRENT JOB: Risk analyst at Xiamen International Bank (China).
  • Zhengbao Hui, Santander MiFID II Model: Analysis of MiFID II data and its effect on market pricing and directionality, MSc Financial Risk Management, UCL (2017/18).
  • Maria Francesca Siracusa, Collusione e cooperazione nel sistema bancario: la manipolazione dei tassi Libor ed Euribor, Master in Management e Comunicazione d’impresa, UNIMORE (2018/19). CURRENT JOB: Marketing and Customer Manager at Spazio Professionista (Reggio Emilia)
  • Liu Yantong, Modelling Operational Losses with GPD Fitting App, MSc Computational Finance, UCL (2018/19).
  • Nguyen Minh, Tail Estimators Using Weighted Quantiles: Mathematical optimisation for threshold exceedances in financial loss modelling using the generalised Pareto distribution, MSc Computational Finance, UCL (2018/19).
  • He Ziming, Generalized Pareto Distriution Fitting to Loss distribution in operational risk, MSc Financial Risk Management, UCL (2018/19).
  • Wynn Frederick, A Computational Analysis on Public Debt Management from a Systemic Perspective, MSc Computational Finance, UCL (2018/19). CURRENT JOB: Investment Banking Analyst at RBC Capital Markets
  • Francesca Federico, An Experiments on Bribing Behaviour, MSc in Management and Communication (2019/20), University of Modena and Reggio Emilia, ERASMUS+ TRAINERSHIP AT UCL (January-March 2020).

Masters in Engineering:

  • Tianshan Li, Determinants of Real-estate Rental Price in Budapest, UCL, MEng Computer Science (2018/19). CURRENT JOB: Technology Analyst at Barclays.
  • Vlad Popa, Who participates in the sharing economy? The Airbnb accommodations case, UCL, MEng Computer Science (2018/19). CURRENT JOB: Credit Risk Analyst at Bank of America Merrill Lynch.
  • Julien Nahum, Determinants and prediction of real-estate prices: a study of the London market, UCL, MEng Computer Science (2018/19), Joint supervision with Paolo Barucca (UCL). CURRENT JOB: Software Development Engineer at Amazon (Cambridge).
  • Sidharth Sikka, Comparison between Machine Learning and Statistical Models in the Foreign Exchange Market, UCL, MEng Computer Science (2018/19), Joint supervision with Fabio Caccioli (UCL). CURRENT JOB: Analyst at Goldman Sachs
  • Keshav Aggarwal, Analysis of Machine Learning and Statistical Learning Models for Financial Stock Prediction, UCL, MEng Computer Science (2018/19), Joint supervision with Fabio Caccioli (UCL). CURRENT JOB: Software engineer at JPMorgan London

Bachelor Students:

Marton Gabor Takacs, Key Determinants of Real-Estate Property prices in Budapest, Hungary UCL, BSc. Computer Science (2018/19)