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Mr Zach Issa

PhD Student

Research interests

  • Mathematics

Biography

During him time at King’s, Zach has been working on developing market calibration techniques via artificial intelligence. In particular, Zach has been focusing on algorithms which utilize a path-wise approach to calibration, which allows for the theory of signatures to be employed. Zach has also been working on extending the powerful neural-network based market calibration procedure to allow for parameter uncertainty.

Thesis

Path-wise approaches and algorithmic methods for financial models

Research Interests

  • Artificial intelligence
  • Market calibration
  • Signatures
  • Rough paths
  • Optimal transport

PhD supervision

Principal supervisor: Dr Blanka Horvath

Further Information

Research profile

Research

FEATURE Finance
Financial Mathematics

King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence. 

Research

FEATURE Finance
Financial Mathematics

King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence.