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Current PhD Students

Al-Othman,-Abdulla-web

Abdulla Al-Othman
Research group: Financial Mathematics
Research topic/title:tba
Contact details: A.N.Al-Othman@lse.ac.uk
Supervisor(s): Professor Adam Ostaszewski

 
Bates

Tom Bates
Research group: Financial Mathematics
Research topic/title: tba
Contact details: T.J.Bates@lse.ac.uk
Supervisor(s): Professor Michalis Zervos / Dr Arne Lokka

 
Bernhardt

Thomas Bernhardt
Research group: Financial Mathematics
Research topics: Weak Solutions of reflected SDEs/ Approximation of Levy Processes with Diffusions
Further information: personal website
Contact details: T.Bernhardt@lse.ac.uk
Supervisor(s): Professor Michalis Zervos

 
Davies

Ewan Davies
Research group: Discrete Mathematics
Research topic: Extremal graph theory and probabilistic combinatorics
Further information: personal website
Contact details: E.S.Davies@lse.ac.uk
Supervisor(s): Dr Jozef Skokan / Dr Peter Allen

 
Nora Frankl

Nόra Frankl
Research group: Discrete Mathematics
Research topic: tbc
Contact details: N.Frankl@lse.ac.uk
Supervisor(s): Dr Konrad Swanepoel / Dr Jozef Skokan

 
Guo

Yang Guo
Research group: Financial Mathematics
Research topic/title: Stochastic control problems & viscosity solutions
Contact details: Y.Guo14@lse.ac.uk
Supervisor(s): Professor Mihail Zervos / Dr Christoph Czichowsky

 
Jenssen

Matthew Jenssen
Research group: Discrete Mathematics
Research topic/title: Extremal/ probabilistic combinatorics
Further information: personal website
Contact details: M.O.Jenssen@lse.ac.uk
Supervisor(s): Dr Jozef Skokan / Dr Julia Böttcher

 
Kusnetsov,-Michael

Michael Kusnetsov
Research group: Financial Mathematics
Research topic: Dynamic network models of interbank contagion
Contact details: M.Kusnetsov@lse.ac.uk
Supervisor(s): Dr Luitgard Veraart / Dr Pavel Gapeev

 
Lin

Aaron Lin
Research group: Discrete Mathematics
Research topic: Discrete Geometry
Contact details: H.Lin8@lse.ac.uk
Supervisor(s): Dr Konrad Swanepoel / Professor Bernhard von Stengel

 
Pasos

Jose Pasos
Research group: Financial Mathematics
Research topic: Linear diffusions and optimal capacity expansion models.
Brief summary: We model an investor’s capacity expansion decisions as solutions to singular stochastics control problems where the market uncertainty is modelled by a linear diffusion. The optimal strategies are described in terms of a free boundary dividing investing and waiting regions.
Further information: personal website
Contact details: J.E.Pasos@lse.ac.uk
Supervisor(s): Professor Michalis Zervos / Dr Arne Lokka

 
Quiroz

Daniel Quiroz
Research group: Discrete Mathematics
Research topic: Exact distance graphs and graph classes with bounded expansion
Contact details: D.Quiroz@lse.ac.uk
Supervisor(s): Professor Jan van den Heuvel / Dr Tugkan Batu

 
Roberts

Barnaby Roberts
Research group: Discrete Mathematics
Research topic: Extremal and Probabilistic Combinatorics
Further information: personal website
Contact details: B.J.Roberts@lse.ac.uk
Supervisor(s): Dr Jozef Skokan / Dr Peter Allen

 
Schelling web

Denis Schelling
Research group: Financial Mathematics
Research topics: Financial Mathematics, Portfolio Optimisation
Contact details: D.M.Schelling@lse.ac.uk
Supervisor(s): Dr Albina Danilova / Dr Chirstoph Czichowsky

 
Taptagaporn

Pongphat Taptagaporn
Research group: Discrete Mathematics
Research topics: Portfolio selection, online learning, algorithms
Contact details: P.Taptagaporn@lse.ac.uk
Supervisor(s): Dr Tugkan Batu / Dr Martin Anthony

 
Wang, Weiguan

Weiguan Wang
Research group: Financial Mathematics
Research topics: tbc
Contact details: W.Wang34@lse.ac.uk
Supervisor(s): Dr Johannes Ruf / Dr Arne Lokka

 
Wittur

Nicola Wittur
Research group: Game Theory
Research topics: Repeated Games, Entropy and Information
Transmission
Contact details: N.Wittur@lse.ac.uk
Supervisor(s): Professor Oliver Gossner / Dr Ron Peretz

 
Xu

Junwei Xu
Research group: Financial Mathematics
Research topic: Optimal execution with Levy processes
Further information: personal website
Contact details: J.Xu19@lse.ac.uk
Supervisor(s): Dr Arne Lokka / Professor Michalis Zervos

 
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