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!
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.
James Blair: Algorithmic Trading-Optimal Control in Portfolio Liquidation through Limit Order Books
Originally from Ireland, James moved to Manchester to commence further study after completing a BSc in Financial Mathematics at the University of Limerick, Ireland. He first completed an MPhil studying resilient energy networks under a probabilistic framework, a multidisciplinary project involving sponsorship from National Grid, the UK’s national transporter of electrical energy. As the constant rain made him feel right at home, he decided to stay on to study for a PhD. His research now lies in stochastic optimal control, in particular optimal trading strategies and the numerical methods under which they can be solved. When he is not at his office you may find him at the gym, watching some live music or at the poker table.
Hugo Ramirez Jaime: Stochastic Optimal Control
Hugo is from Colombia where he did his undergraduate and MsC. in Mathematics. His main interests are financial maths and probability.
Mingliang Cheng: Investment - Cash Holding Effects in Asset Pricing
Mingliang Cheng is currently a math finance Ph.D student, who is doing some research on Cash Holding Effects in Asset Pricing. Since he started the MSc of Mathematical Finance in the University of Manchester, he fell in love with reading Financial Times every day. Apart from this, someone may ask how to find this guy? --Dive in swimming pool every Saturday.
Andreas Papayiannis:- Revenue Management - Stochastic Optimal Control
Andreas has moved to the UK in 2006 after completing his national military service in Cyprus. He then joined the University of Manchester from where he obtained a BSc degree in Mathematics (School of Mathematics), as well as an MSc degree in Mathematical Finance (Manchester Business School). Since 2010, he has been a research student in the rather intriguing field of Revenue Management. His daily routine mainly revolves around the concepts of stochastic optimal control, dynamic programming and the Bellman equations. In his free time, Andreas works out in the gym and enjoys playing squash with his mates. He completed his PhD in December 2013 and is now employed by Inventive IT as a KTP associate working on implementing revenue management algorithms in the real world.
Javier Hernandez Avalos: Optimal Stockpiles under Stochastic Uncertainty
Originally from Mexico, pursued a career in Industrial Engineering with special interest in Operations Research, now my research is about Valuation and Optimisation (numerical) of storage problems.
Mishari Al-Foraih: Financial mathematics, real options, dynamical programming, stochastic processes, optimization
Mishari is from Kuwait, currently doing his Ph.D in Financial Mathematics in Manchester and the research topic real options applications. He has done his MSc in University of Nottingham and his undergrad in Kuwait University. He has been living for a long time in the UK, and adapting in this country. For example, he loves the queen and drink English Breakfast tea every other day. However, he still hates the fish and chips! He is a die-hard FC Barcelona fan and support them for living!