Sam completed his studies with degrees in mathematics and in finance from the University of Adelaide, Australia, and has been in Oxford since 2010. His main interests are in probability theory, machine learning, and mathematical finance, in particular understanding optimal decision making through time in the presence of uncertainty.
Teaching
Sam teaches a range of topics to the first and second year students, including Differential Equations, Complex Analysis, Integration, and Statistics. He also teaches a range of topics in the department for third and fourth year undergraduate and masters students, which have included stochastic calculus, information theory, optimal control, financial modelling, and statistical methods. He is an associate member of the Oxford-Man institute for quantitative finance.
Research Interests
Sam's research focuses on interrelated problems in probability theory, optimal decision making and control, machine learning methods, algorithm design for statistics, and modelling in finance and other application areas. He has worked extensively with various government and industrial partners, including the Office for National Statistics, NATS, the Financial Conduct Authority, the dutch Authority for Financial Markets, CBOE, and CME Group.
Further details, along with publications, can be found on his .
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