About
EPSRC Doctoral prize Fellow, School of Mathematics, University of Manchester, UK. Main research area includes extreme value analysis and distribution theory in analysing financial commodities data, cryptocurrency data and the blockchain technologies. Co-developed and co-written an R package, entitled “VaRES”, for computing Value at Risk and Expected Shortfall.
Google Scholar website: https://scholar.google.co.uk/c...
Joined
June 2017
