Presentations
- 11-12-2012,
Optimal Control of Weakly Connected Markov Decision Processes, Applied Mathematics and Mathematical Physics Seminar, Department of Mathematics, Imperial College London.
- 8-12-2012,
Multiscale Stochastic Volatility, Algorithmic Trading Conference, Imperial College London.
- 20-8-2012,
Dimensionality Reduction and Multiscale Stochastic Processes, 21st International Symposium on Mathematical Programming, Berlin.
- 30-1-2012, Computational Optimization of Multiscale Stochastic Processes in Energy Systems LANCS Energy Workshop, UK.
- 20-11-2011, Hierarchical Algorithms for Simulation and Optimization, University of California, Berkeley, USA.
- 4-11-2011, Multiresolution Parameter Estimation of Markov Processes, University of Nottingham, UK.