Short bio

I am a Professor in the Economics and Computation Research Group in the Computer Science Department at the University of Liverpool. I joined the Department as a Lecturer (Assistant Professor) in October 2009, became a Senior Lecturer (Associate Professor) in 2013, a Reader in 2015, and a Full Professor in 2017.

Previously I was an EPSRC Postdoctoral Research Fellow in Theoretical Computer Science studying algorithms for computing equilibria in games at the University of Warwick (2006-2009).

Before that I studied at the London School of Economics (1997-2006):

• BSc Mathematics and Economics (2000)
• MSc Operational Research (2001)
• PhD Mathematics (2006) under the supervision of Bernhard von Stengel (my thesis).

As well as algorithmic game theory, I am interested in automated trading:

• I first got interested via the Penn-Lehman automated trading comptition (PLAT). With Ben Veal, we won the May 2005 competition and came second in the December 2004 competition (see here).
• Subsequently, I provided consultancy services on automated trading for proprietary trading firms, such as Marex Spectron and Pyne Trading, developing and implementing automated trading strategies for futures markets.
• I supervised a PhD student, Keren Dong, jointly with Arctic Lake, a provider of electronic trading solutions. Keren worked mainly on VWAP execution algorithms. Keren currently works for Taurus.ai, the startup that he founded to provide algorithmic trading solutions within China.
• From the start of 2015 to the end of 2018, I was a consultant for Stratagem Technologies (since acquired by Blockchain.com), looking at automated trading in sports betting markets, and in particular the use of reinforcement learning for market making.
• I supervised a PhD student, Tom Spooner on reinforcement learning for market making; after his PhD he joined the AI team at JP Morgan in London, before moving on to a VC. Tom is now at GSR.
• I supervised Nestoras Chalkidis, who was funded by the Centre for Doctoral Training in Risk and Uncertainy; he mainly works on classification for financial time series.
• In 2021/22 I had a Faculty Research Award from JP Morgan AI Research. Joe Jerome, who has a PhD in Mathematical Finance from the University of Warwick, worked on this project, exploring reinforcement learning for market making and other trading problems.