Presented at the LSEG Quant Summit London 2026, discussing LSEG’s internal adoption, integration, and scaling of the Open-Source Risk Engine (ORE) across its post-trade and risk services.
Presented at the LSEG Quant Summit London 2026, exploring the capabilities and limitations of Large Language Models (LLMs) in writing pricing and risk models, alongside real-world examples of how AI agents create value within the Open-Source Risk …
Attended and supported our APAC team’s ORE & Risk Analytics Lab event in Tokyo, which gathered Japanese market participants and risk professionals from leading financial institutions for an afternoon focusing on CVA frameworks, customized risk …
Presented on the methodologies and challenges of backtesting future risk factors, highlighting key quantitative frameworks, risk factor evolution, and model validation techniques for modern risk management.
The Hawkes process is a form of point process which is self-exciting in nature, implying that the occurrence of events increases the likelihood of further events in the future. This process has garnered much attention in recent years for its …
A model for the spreading of online information on multiplex networks is introduced and analyzed using branching-process methods. We demonstrate that the dynamical system is, in the limit of low innovation, poised near a critical point, which is …
Multiple facets of society have been studied in recent times due to the emergence of large-scale datasets arising from digital traces being created each day, these include content popularity on social media, disease spreading, and financial …
Arising from the desire for spectators of sporting contests to obtain more enjoyment, Fantasy sports have become increasing popular in recent years. These sports involve competitors to create virtual teams that score points based upon the statistical …
For sequential betting games, Kelly's theory, aimed at maximization of the logarithmic growth of one's account value, involves optimization of the so-called betting fraction $K$. In this paper, we extend the classical formulation to allow for …
The question is often posed regarding who is the greatest competitor within a given sport resulting in endless debates without definitive answer and is generally discussed via qualitative, rather than quantitative, arguments. In this talk we consider …