Here is a selection of the research papers I’ve written during my two master’s programmes. More details here.

MSc dissertation under the supervision of Riccardo Rebonato:
Why is the slope a good predictor of excess returns? An overreaction explanation

MSc advanced module research projects
The Gaussian Copula and the Financial Crisis: A Recipe for Disaster or Cooking the Books?
Hedging Basis Risk Using Reinforcement Learning
Simulating Limit Order Book Models

MMath 4th year original research project under the supervision of Colm Connaughton:
Modelling Twitter Trends