Current Students Under My Supervision

Yu Wang: Artificial financial market modelling using agent based approach

I am from Nantong, china, a city north of Shanghai. I completed my BSc and MSc degrees in Financial Mathematics at University of Liverpool and The University of Manchester respectively. Currently, I am working on modelling an artificial financial market using agent based approach. In specific, the market consists of zero intelligence traders and learning traders, operating within a real market mechanism. I attempt to analysis whether learning traders can cause a flash crush by creating a positive feedback loop. I like playing badminton, usually 6-10 hours a week. I am also addicted to video games like Sid Meier Civilization 6 and Anno 1800.

Xiaodong Song: Stochastic modelling of solar power generation

I finished my BSc Financial Mathematics in University of Liverpool and MSc Financial Statistics in University of Manchester. I like playing basketball each Friday. And I also likes travelling in my free time. If someone wants to discuss about cooking, keep free to let me know. For my work, my research topic is about stochastic modelling of solar power generation, and I want to use stochastic model to analyze solar power, and the price in the financial market further.

Zubier Arfan: Mathematical Models for High Frequency Trading

Zubier did his undergraduate MMath at The University of Manchester. He left to pursue the life of an Actuary in London for a couple of years, it wasn't long before he came back to Manchester and decided to make life even harder for himself to do a PhD in Financial Mathematics. His research focuses on applying various models on high-frequency trading data to optimally 'make a market' and maximise the Market-Makers utility function for given constraints. Afterwards, he will probably find another venture to make life even harder for himself. In his spare time, he enjoys cooking, boxing, collecting perfume oils, and smoking cigars when his Mrs isn't around.

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.

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.