Current Students Under My Supervision

Lubomir Botev: Mathematical Analysis of Unaccounted For Gas

Having come to the UK from Greece, Lubo completed his BSc in Actuarial Science and MSc in Financial Maths at the University of Manchester. He's currently working on an EPSRC Phd in partnership with National Grid, focusing on using stochastic and statistical theory to build up a dynamic model for the expected measurement error in gas transmission balancing. Broadly speaking, his research interests include time series, Markov processes and data analysis. Academia aside, Lubo spends his days playing squash, enjoying Manchester's weather, and sampling its gastronomic peculiarities.

David Szabo: Valuing Storage Operating In The Balancing Market

David is from Hungary where he completed his BSc and MSc. In his free time he tries to relieve the daily stress. He runs or goes to the gym almost every day. He also likes travelling if he has free time. Later, he would like to find a relaxed job in the banking sector. David is modelling a storage operator that offers financial call and put options for the system operator on physical delivery of a unit of electricity. In his work, he aims to numerically calculate the potential financial benefit of a special option related contract for the storage operator and simultaneously compare the difference of the target balancing cost and the outturn balancing cost of the alternative.

Angeliki Loukatou: Optimal Storage, Smoothing and Trading of Wind Power

Angeliki is originally from Greece where she graduated from the National Technical University of Athens as an electrical engineer. Having been interested in wind energy storage since her undergraduate studies, she decided to pursue a PhD in similar area in the University of Manchester. She is currently interested in using stochastic dynamic optimisation to optimally design and use storage units for onshore wind farms. More specifically, she looks into optimally smoothing and trading wind power in the wholesale electricity market under continuous time stochastic disturbances while using advanced storage dynamics. When not in the office, you can probably find her doing yoga or drinking a chilled pint of Guinness!

Karolis Petruskevicius: Intelligent Central Management of Demand Side Heat Storage in Buildings

Karolis is originally from Lithuania and joined The University of Manchester in 2012 to study BSc Economics degree. Currently he’s doing a PhD in Power Networks spanning across School of Mathematics, Alliance Manchester Business School and School of Electrical Engineering. His research topic is “Intelligent Central Management of Demand Side Heat Storage in Buildings”. With the help of mathematicians, he is hoping to use concepts of financial mathematics to jointly optimize electricity generation (Supply Side Management) and storage of heat in buildings (Demand Side Management). His interests include surfing, swimming and playing tennis.

Pui Wah Choi: Mathematical Models for the Regulation of the Banking System

Pui Wah is from the UK and has lived in Manchester since he was born. He studied his BSc Actuarial Science and MSc Mathematical Finance at the University of Manchester so he clearly loves Manchester! He is now working on his PhD in Financial Maths focusing on modelling how regulations are affecting the banking system and hopefully he’ll be able to give advice on how best to run the economy. When Pui Wah isn’t working, he’ll probably be eating around Manchester or just relaxing at home.