My research lies in the area of stochastic modelling and computation, and, more recently, the mathematical foundations of machine learning. It has made contributions to stochastic control and the numerical analysis of associated nonlinear PDEs, the mathematical foundations of reinforcement learning and deep learning, and computational finance.

I am always keen on interesting collaborations and PhD projects in the following and other areas.

Current research areas:

See the publications page to get an idea of the flavour of ongoing and past projects.