I am a Postdoctoral Research Assistant at UCL. Prior to that, I was a DPhil student in the Numerical Analysis Group at the University of Oxford, and I am affiliated with Worcester College. I am also part of The Alan Turing Institute.
Here is the list of my projects:
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A Julia code for calculating the optimal execution strategy of a risk-averse trader subject to an uncertain volume target. The code is associated with the paper Optimal trade execution with uncertain volume target.
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A Python code for modelling uncertainty related to energy via polyhedral uncertainty sets. The code is associated with the paper A data-driven uncertainty modelling and reduction approach for energy optimisation problems.