Talks
Past talks:
Estimation and Inference for Multivariate Continuous-Time Autoregressive Processes, 43rd Conference on Stochastic Processes and their Applications, University of Lisbon, Lisbon, Portugal, July 2023.
The Short-Term Predictability of Mid-Price Returns in Order Book Markets: A Deep Learning Perspective, SIAM Conference of Financial Mathematics and Engineering 2023, Philadelphia, Pennsylvania, US, June 8th, 2023.
Estimation and Inference for Multivariate Continuous-Time Autoregressive Processes, DynStoch 2023 - Workshop on Statistical Methods for Dynamical Stochastic Models, Imperial College London, London, UK, March 29th, 2023. Best PhD student presentations prize.
The Short-Term Predictability of Mid-Price Returns in Order Book Markets: A Deep Learning Perspective, The Crossroads Seminar, Oxford-Man Institute for Quantitative Finance, Oxford, UK, March 17th, 2023.
The Short-Term Predictability of Mid-Price Returns in Order Book Markets: A Deep Learning Perspective, German Probability and Statistics Days 2023, University of Duisburg-Essen, Essen, Germany, March 7th, 2023.
The Short-Term Predictability of Mid-Price Returns in Order Book Markets: A Deep Learning Perspective, Mathematical and Computational Finance Seminar, University of Oxford, Oxford, UK, February 9th, 2023.
The Short-Term Predictability of Mid-Price Returns in Order Book Markets: A Deep Learning Perspective, Mathematics of Random Systems CDT Workshop, Imperial College London, London, UK, January 18th, 2023.
Inconsistent Multi-Modal Models: From ImageSig to MultiSig, Mathematics of Random Systems CDT Industry Mini-Projects, Imperial College London, London, UK, May 27th, 2022.
Deep Learning Techniques for High-Frequency Limit Order Book Predictions, Oxford Statistics and Machine Learning in Finance Reading Group, University of Oxford, Oxford, UK, May 9th, 2022.
Deep Learning Techniques for High-Frequency Limit Order Book Predictions, Mathematics of Random Systems CDT Spring Retreat, Great Missenden Abbey, Great Missenden, UK, April 4th, 2022.
The Crossroads Seminar, Oxford-Man Institute for Quantitative Finance, Oxford, UK, March 17th, 2023.
DynStoch 2023 - Workshop on Statistical Methods for Dynamical Stochastic Models, Imperial College London, London, UK, March 29th, 2023.
SIAM Conference of Financial Mathematics and Engineering 2023, Philadelphia, Pennsylvania, US, June 8th, 2023.