Talks

Past talks:

• Estimation and Inference for Graph Continuous-Time Autoregressive Processes, NeST PhD & Postdoc Away Day , Imperial College London, London, July 17th, 2024.

• The Short-Term Predictability of Mid-Price Returns in Order Book Markets: A Deep Learning Perspective, 12th Bachelier World Congress of the Bachelier Finance Society, Rio de Janeiro,  Brazil, July 9th, 2024.

• Estimation and Inference for Multivariate Continuous-Time Autoregressive Processes, 16th Colloquium Bachelier on Financial Mathematics and Stochastic Calculus, Métabief, France, January 18th, 2024.

• Estimation and Inference for Multivariate Continuous-Time Autoregressive Processes, 43rd Conference on Stochastic Processes and their Applications, University of Lisbon, Lisbon, Portugal, July  26th, 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.

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.

43rd Conference on Stochastic Processes and their Applications, University of Lisbon, Lisbon, Portugal, July  26th, 2023.

12th Bachelier World Congress of the Bachelier Finance Society, Rio de Janeiro,  Brazil, July 9th, 2024