Daniel Fenn

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Oxford Centre for Industrial and Applied Mathematics
Mathematical Institute
24-29 St. Giles
Oxford
OX1 3LB

fenn@maths.ox.ac.uk

St. Anne's College
Woodstock Road
Oxford
OX2 6HS

daniel.fenn@st-annes.ox.ac.uk

I am a 3rd year D.Phil. student at the University of Oxford, in the Mathematical and Computational Finance Group, supervised by Sam Howison, Nick Jones, Mason Porter, and Neil Johnson. My work is funded by the EPSRC and HSBC bank via a CASE award.

My research focuses on investigating the dynamics of the foreign exchange market by representing the correlations between time-series of exchange rates as time-dependent networks.

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