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Scenario generation for optimisation under uncertainty
Many situations can arise in which a decision needs to be taken under uncertainty.
New compact formulations for routing problems
Designing routes for vehicles is an important task in many logistical processes, such as parcel delivery, store resupply, public transport and waste collection.
Models and Algorithms for Railway Rolling Stock (Re)Scheduling
With millions of passenger train trips each day, railway networks play a big role in the mobility systems of many countries.
Tracking time-varying parameters using gradient-based filters
Many quantities we care about in economics and finance change continuously and cannot be observed directly.
Test
My research lies at the intersection of empirical asset pricing, econometrics, and machine learning.
Adjusting Train Timetables in the Presence of Maintenance Activities
Serving as the backbone of every railway system, train timetables influence not only passenger and freight travelling plan and time management
Optimising kidney paired donation in the presence of uncertainty
Kidney transplantation is the preferred treatment for patients with end-stage renal disease
Mapping Hidden Networks of Economic Risk
A financial shock in one country can spread to others through channels that researchers cannot directly observe
Heterogeneity in Panel Data Econometrics
Modern datasets often contain data about many individuals over time.
Extremes with Random Covariates
Extreme values are ubiqutous in the world. Classical inference procedures assume independent and identically distributed data.
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Deep Generative Modeling for Tabular Data
Extremes with Random Covariates
Mapping Hidden Networks of Economic Risk
Heterogeneity in Panel Data Econometrics
Optimising kidney paired donation
Adjusting Train Timetables
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