About Me
I am a PhD student on the Statistics and Machine Learning (StatML) Center for Doctoral Training between Imperial College London and the University of Oxford. My research interests include network based methods for high dimensional time series with applications to finance. Previously, I studied mathematical physics at the University of Edinburgh and the University of California, Berkeley.
Interests
- Statistics and Machine Learning
- Time Series
- Networks
Education
PhD Statistics and Machine Learning
Imperial College London and The University of Oxford
MPhys Mathematical Physics
The University of Edinburgh
Year Abroad
The University of California, Berkeley
📚 My Research
The theme of my PhD research is network time series. In particular I am interested in settings in which the data dimension is comparable to or greater than the number of observations. Tools from high dimensional statistics are required in this setting; for example: dimensionality reduction, factor models, sparse regression via penalisation, and network based approaches.
Featured Publications
Recent Publications