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Current PhD Students

Meet our current PhD students

AbuKhaznehName: Ahmad Abu-Khazneh
Research group: Game Theory
Research title: Extremal Problems in Graph & Game Theory
Research summary: Investigating extremal cases of Ryser's conjecture on the covering number of intersecting hypergraphs.
Contact details: a.abu-khazneh@lse.ac.uk|
Supervisor: Bernhard von Stengel|

 

 


BatesName: Tom Bates
Research group: Financial Mathematics
Contact details: T.J.Bates@lse.ac.uk|
Supervisor: Mihail Zervos|

 

 

 


BernhardtName: Thomas Bernhardt
Research group: Financial Mathematics
Research title: Weak Solutions of SDEs with Boundaries
Contact details: T.Bernhardt@lse.ac.uk|
Supervisor: Mihail Zervos|

 

 

 


CasettiName: Marta Casetti
Research group: Game Theory
Contact details: M.M.Casetti@lse.ac.uk|
Supervisor: Bernhard von Stengel|

 

 

 

 


DaviesName: Ewan Davies
Research group: Discrete Mathematics
Research topic: Extremal graph theory, Ramsey theory, regularity
Research summary: I am interested in the behaviour of large graphs, and the relationship between structure and randomness in such systems.
Contact details: E.S.Davies@lse.ac.uk|
Supervisor: Jozef Skokan| and Peter Allen|

 

 


DuboisName: Mathieu Dubois
Research group: Financial Mathematics
Research topic 1: Portfolio optimisation with parameter uncertainty
Research topic 2: Option pricing with switching stochastic volatility
Research summary:
1 - I look at the Merton problem with parameter uncertainty. To reduce the negative effect of estimation, I impose an L1-constraint on the portfolio weights. This constraint induces sparsity in the portfolio, i.e. most of the weights are set to zero, and it naturally reduces the accumulation of estimation error, when the number of assets is large. The objective is to select the bound of the L1-constraint which gives the optimal degree of sparsity in the portfolio.
2 - I  study several regime switching models for option pricing. For example, I am interested in computing rational prices of European options when we allow the volatility of the underlying to switch from a local volatility (e.g CEV) to a full stochastic volatility(e.g. Heston or Stein-Stein).
Contact details: M.Dubois@lse.ac.uk|
Supervisors: Luitgard Veraart| and Pavel Gapeev|


JenssenName: Matthew Jenssen
Research group: Discrete Mathematics
Research topic: Extremal Graph and Hypergraph Theory
Contact details: M.O.Jenssen@lse.ac.uk|
Supervisor: Jozef Skokan| and Julia Böttcher|

 

 

 


PasosName: Jose Pasos
Research group: Financial Mathematics
Contact details: J.E.Pasos@lse.ac.uk|
Supervisor: Mihail Zervos|

 

 

 


QuirozName: Daniel Quiroz
Research group: Discrete Mathematics
Research title: Coloring of exact distance graphs for classes of bounded expansion
Contact details: D.Quiroz@lse.ac.uk|
Supervisor: Jan van den Heuvel|

 

 

 


RobertsName: Barnaby Roberts
Research group: Discrete Mathematics
Research topic: Graph theory
Research summary:  Problems in random graphs and extremal combinatorics
Contact details: B.J.Roberts@lse.ac.uk|
Supervisor: Peter Allen|

 

 


StoevName: Yavor Stoev
Research group: Financial Mathematics
Research title: Sequential testing and disorder problems. Equilibrium under market imbalance
Contact details: Y.I.Stoev@lse.ac.uk|
Supervisor: Pavel Gapeev|

 

 

 


TaptagapornName: Pongphat Taptagaporn
Research group: Discrete Mathematics
Research interests: Universal Portfolios, Randomised Algorithms, Machine Learning
Contact details: p.taptagaporn@lse.ac.uk|
Supervisor: Tugkan Batu|

 

 

 


WitturName: Nicola Wittur
Research group: Game Theory
Research title: Repeated Games and Information Transmission
Research interests: Repeated Games, Entropy Methods in Games, Information Theory
Contact details: N.Wittur@lse.ac.uk|
Supervisor: Olivier Gossner|

 

 


XuName: Junwei Xu
Research group: Financial Mathematics
Research topic/title: Optimal Liquidation with Random Shocks
Research summary: Looking for optimal liquidation strategy with stock price driven by Levy process
Contact details: J.Xu19@lse.ac.uk|
Supervisor: Arne Lokka|

 

 


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