I am a Reader (Associate Professor) at the School of Mathematics, University of Edinburgh.I am Scientific Director of the Finance and Economics Programme at the Alan Turing Institute, London where I am also a Research Fellow. Before moving to Edinburgh, I was a Nomura Junior Research Fellow at the Institute of Mathematics, University of Oxford, and a member of the Oxford-Man Institute for Quantitative Finance. I hold a Ph.D. in Mathematics and Statisitcs from the University of Strathclyde in Glasgow.
I am currently researching on: mathematics of deep learning, mean-field models, Game Theory and decision making under uncertainty, sampling and optimisation algorithms, optimal transport and theory of gradient flows.
My broad research interests focus on probability theory, stochasitc analysis and theoretical machine leanrning.
The University of Edinburgh
James Clerk Maxwell Building
Peter Guthrie Tait Road
Edinburgh EH9 3FD