News

We welcome three new members of the Centre this term.

Mathieu Delehaye is a PhD student in Mathematical Sciences at the School of Mathematical Sciences, Queen Mary University of London. He is interested in market microstructure and high-frequency trading, in particular how the composition of the trader population affects trading outcomes, as well as time-series modelling of high-frequency market data, machine learning and deep learning in financial mathematics, and stochastic modelling and derivatives pricing. Before starting his PhD he completed an MSc in Financial Mathematics at QMUL and worked for over 10 years as a software engineer, building low-latency, data-intensive systems. Mathieu will work with Dr Alex Shestopaloff and Dr Linqi Wang.

Pu Qin is a PhD student in the School of Mathematical Sciences, supervised by Dr Eleni Matechou and Prof Silvia Liverani. Her PhD focuses on scalable and adaptive statistical modelling for environmental DNA (eDNA). She is interested in statistical modelling, statistical ecology and Bayesian inference.

Yutong Lu is a researcher in quantitative finance and statistics. He completed his doctoral research in Statistics at the University of Oxford. His research interests include financial market microstructure, high-frequency trading, statistical arbitrage, and stock return forecasting, with a particular focus on uncovering network effects in financial markets and developing statistical and machine learning methods for financial data. He will be working with Dr Alex Shestopaloff.