Precipitation HMM
Mar 8, 2026
PhD Candidate · Researcher · Educator
I am a 5th year doctoral candidate in the Statistics and Applied ProbabilityDepartment at the University of California Santa Barbara (UCSB). I am a member of both the Center for Financial Mathematics and Actuarial Research (CFMAR) and the Simulation and Control in Finance and Insurance (SCiFI) research group.
5th
Year PhD
7
Courses Taught
1
Working Paper
2
Fellowships
About me
I grew up in the North of England and attended Lancaster University for both my undergraduate and master’s degrees. I moved to California in 2022 to pursue my PhD at UCSB and to realize my dream of conducting academic research. I hope to one day work as a quantitative researcher in the financial technology industry and am particularly interested in the development and application of novel machine learning methods for problems in the finance and technology sectors.
I am a recipient of the Amazon Fellowship supporting studies in responsible AI. I am also a mentor in the PALilSaDs program which aims to increase degree completion for low-income, high-achieving STEM undergraduates.
I am also a passionate educator and have been teaching in one form or another since 2018. I have taught courses in probability, statistics, time series analysis, financial mathematics and data science. All of my class material can be found in the teaching section of this website. Furthermore, I have recently begun producing Youtube videos, exploring topics of interest and providing advice for students in STEM. You can find my channel here.
Research Interests
My research interests lie in the interface of Financial Mathematics, Stochastic Games, Deep Learning and Groundwater Markets. For my thesis project I am investigating the use of stochastic games to model groundwater markets in California.
Stochastic Games Financial Mathematics Deep Learning Groundwater Markets
Second Brain
Since returning to academia in 2020 I have been building a personal knowledge management system (a “second brain”) to help me organize my often chaotic mind and compensate for my natural forgetfulness. I have found that the software Obsidian is perfectly suited to notetaking for mathematicians due to its abundant plugins, LaTeX support and Zettelkasten-friendly features.
I am currently in the process of making my second brain public and I am experimenting with using Quartz as a publishing tool. You can find the link to the public version of my second brain below:
Education Timeline
2022 — Present · UC Santa Barbara, California
PhD in Statistics and Applied Probability
Advancing to candidacy in 2025 under the supervision of Prof. Mike Ludkovski, Prof. Jean-Pierre Fouque and Prof. Ruimeng Hu.
2020 — 2021 · Lancaster University, UK
MSc Quantitative Finance (Distinction)
Returned to Lancaster during the COVID-19 pandemic. Graduated summa cum laude with the highest GPA and dissertation mark on the programme.
2013 — 2018 · Lancaster University, UK
BSc Mathematics with Statistics (First Class Honours)
Changed course twice — from Theoretical Physics to Mechanical Engineering and finally to Mathematics with Statistics. Faced significant personal challenges along the way but graduated with a First.
Areas
Blog
Projects
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Teaching
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