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 currently supervise two PhD students on automated trading. Tom Spooner is working mainly on reinforcement learning for trading; he is currently on leave in AI team at JP Morgan in London. Nestoras Chalkidis is funded by the Centre for Doctoral Training in Risk and Uncertainy; he mainly works on classification for financial time series.
- I actively develop and trade automated trading strategies in futures and forex markets.