Research

Research Areas

My mission is to explore the application of time series methods to analyse real-world problems.

Mixture-of-experts at the edge

Developing robust statistical frameworks to navigate uncertainty and uncover the underlying drivers of asset price movements.

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Availability estimation in repairable systems

Proposing advanced probabilistic models to quantify and optimize the steady-state and instantaneous availability of complex repairable architectures.

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Chaotic time series

Exploring the hidden deterministic structures within apparently random data to improve the predictability of complex, non-linear chaotic systems.

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Non-Gaussian Autoregressive-Type Time Series

Introducing robust modelling techniques that move beyond the limitations of normality to accurately represent the outliers and extreme events in stochastic time series.

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