Mathematical Finance: Option Pricing, Financial Modeling with Jump Processes, Barndorff-Nielsen and Shephard Model, Lévy Processes, Stochastic volatility modeling, Portfolio optimizations.
Data Science: Recent interest includes various applications of Machine Learning, Deep Learning, and Neural Network.
Environmental Finance analysis: weather derivatives, catastrophe bond, green bonds, etc.
Information Theory: Concentration and Subsampling Problems in Communication Theory.
| Curriculum Vitæ