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Current PhD Students

 


AbuKhaznehAhmad Abu-Khazneh
Research group: Game Theory
Research title: Extremal Problems in Graph and Game Theory
Research summary: Investigating extremal cases of Ryser's conjecture on the covering number of intersecting hypergraphs.
Email: A.Abu-Khazneh@lse.ac.uk|
Supervisor: Prof Bernhard von Stengel|

 

 


Al-Othman,-Abdulla-webAbdulla Al-Othman
Research group: Financial Mathematics
Email: A.N.Al-Othman@lse.ac.uk|
Supervisor: Prof Adam Ostaszewski|

 

 


BatesTom Bates
Research group: Financial Mathematics
Email: T.J.Bates@lse.ac.uk|
Supervisor: Prof Mihail Zervos|

 

 

 


BernhardtThomas Bernhardt
Research group: Financial Mathematics
Research title: Weak Solutions of SDEs with Boundaries
Email: T.Bernhardt@lse.ac.uk|
Supervisor: Prof Mihail Zervos|

 

 

 


CasettiMarta Casetti
Research group: Game Theory
Email: M.M.Casetti@lse.ac.uk|
Supervisor: Prof Bernhard von Stengel|

 

 

 

 


DaviesEwan 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.
Email: E.S.Davies@lse.ac.uk|
Supervisors: Dr Jozef Skokan| and Dr Peter Allen|

 

 


DuboisMathieu 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).
Email: M.Dubois@lse.ac.uk|
Supervisors: Dr Luitgard Veraart| and Dr Pavel Gapeev|

 

 

JenssenMatthew Jenssen
Research group: Discrete Mathematics
Research topic: Extremal Graph and Hypergraph Theory
Email: M.O.Jenssen@lse.ac.uk|
Supervisor: Dr Jozef Skokan| and Dr Julia Böttcher|

 

 

 


Kusnetsov,-Michael

Michael Kusnetsov
Research group: Financial Mathematics
Email: M.Kusnetsov@lse.ac.uk|
Supervisor: Dr Luitgard Veraart|

 

 

 

 


 

PasosJose Pasos
Research group: Financial Mathematics
Email: J.E.Pasos@lse.ac.uk|
Supervisor: Prof Mihail Zervos|

 

 

 


 

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

 

 

 


 

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

 

 


StoevYavor Stoev
|Research group: Financial Mathematics
Research titles: 
1. Sequential analysis problems
2. Equilibrium with imbalance of the derivative market
Website: http://personal.lse.ac.uk/stoev/|
Email: Y.I.Stoev@lse.ac.uk|
Supervisors: Dr Pavel Gapeev| and Dr Albina Danilova| 

 

 


 

TaptagapornPongphat Taptagaporn
Research group: Discrete Mathematics
Research interests: Universal Portfolios, Randomised Algorithms, Machine Learning
Email: P.Taptagaporn@lse.ac.uk|
Supervisor: Dr Tugkan Batu|

 

 

 


 

WitturNicola Wittur
Research group: Game Theory
Research title: Repeated Games and Information Transmission
Research interests: Repeated Games, Entropy Methods in Games, Information Theory
Email: N.Wittur@lse.ac.uk|
Supervisor: Prof Olivier Gossner|

 

 


XuJunwei 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
Email: J.Xu19@lse.ac.uk|
Supervisor: Dr Arne Lokka|

 

 


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PhD Roll of Honour
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