John Robin Inston

Ph.D. Candidate in Statistics and Applied Probability at UCSB

PhD Candidate · Researcher · Educator

I am a 4th year doctoral candidate in the Statistics and Applied Probability Department at the University of California Santa Barbara. I am a member of the Center for Financial Mathematics and Actuarial Research (CFMAR) and the Simulation and Control in Finance and Insurance (SCiFI) research group under the supervision of Prof. Michael Ludkovski.

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

4th Year PhD
7 Courses Taught
1 Working Paper
2 Fellowships

I am a recipient of the Amazon Fellowship supporting studies in responsible AI and a mentor in the PALilSaDs program which aims to increase degree completion for low-income, high-achieving STEM undergraduates. If you would like to reach out please send me a note using the contact page.

View Resume

About me

I am passionate about learning and teaching topics in mathematics, statistics, finance and data science. I am a staunch advocate for open collaboration in academia. I enjoy writing blog posts about topics I find interesting and am committed to sharing my project work and course material.

Realization of a Gaussian random walk.

In addition to the posts on my website I will also be posting the same content to my profile on Medium, as well as (hopefully) publishing content on YouTube aiming to provide advice and helpful content for students in STEM.

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

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