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Deterministic (Mathematical modelling)
Projects
Quantitative Urban ANalyTics (QUANT)
A land use transportation model simulating the location of employment, population and transport interactions
The eye: a window into brain cardiovascular disease
Uncovering retinal microvascular predictors of compromised brain haemodynamics in small vessel disease
Shocks and resilience
Measuring policy impact in the COVID-19 crisis and building resilience against future shocks
New data forms for transport policies
Using new types of digital data to support more sustainable travel choices, reducing health, energy, security and other impacts to improve urban lifestyles
Pinpointing molecular mechanisms of complex disease
Combining population and molecular data to pinpoint disease causing DNA changes
Publications and software
Optimal execution strategy with an uncertain volume target
In a seminal 2001 paper on the optimal execution of portfolio transactions, Almgren and...
J. Vaes and R. Hauser. Optimal trade execution with uncertain volume target. Journal of Computational Finance, 26(1), 2022. doi:10.21314/JCF.2022.018
Events
Reliability and reproducibility in computational science
Friday 24 Jan 2020
Time: 09:30 - 17:00
Mathematics and data
Thursday 12 Sep 2019
Time: 10:00 - 18:00
Interest groups
People
Dr Sharana Shivanand
Research Associate
Trystan Surawy Stepney
Enrichment Student
Ankita Garg
Enrichment Student
Shahina Begum
Enrichment Student
Aras Selvi
Enrichment Student
Everlyn Kamau
Enrichment Student
Veselin Manojlović
Enrichment Student
Dr Tim Sullivan
Turing Fellow