I am a newly started graduate student at University College London (UCL) and a member of the Financial Computing CDT. I have just completed my MRes in Computer Science and now started my PhD in the Statistical Science department. Previously, I completed an MPhys in Theoretical Physics at the University of Manchester.
I have worked in the finance industry at large investment bank as part of an equity derivatives team that engineered software to price a large range of securities. I have also worked at a smaller firm as an intern trading emerging market products in both European and American markets.
I also have a keen interest in sports modelling and how statistics can be used in professional sports and gambling.
Outside of academia, I enjoy a good film and a bit of a foodie. Here I am enjoying some delicious Korean BBQ.
My blog is also aggregated on https://www.r-bloggers.com/.
Hidden Markov Models using a Dirichlet Process
set.seed(2019) require(dirichletprocess) require(ggplot2) require(ggExtra)