I am a PhD student in the School of Mathematics at Cardiff University. My PhD research focuses on bridging the network theory and traditional econometric methods to model the information flow, such as volatility risks and sentiment, in the financial market. You can find my publications, working papers, public engagements, teaching activities and some other things by navigating this site.

Why network analysis in modelling financial contagion?

In the previous literature, studies tend to model the market comovement to assess whether financial contagion is likely to occur. However, the financial market is a complex system. When a shock affects the market, it is crucial to clearly model how the shock propagates among the assets and to identify which assets play an important role in transmitting and absorbing risks. In addition, I also look at how shock spreads through the sentiment channel. This is the central focus of my PhD research, and I am motivated to explore several other directions to deepen the understanding of shock transmission in the financial markets. For instance, is there a way to estimate the time-varying risk contagion network at a higher frequency? How can Graph Neural Networks and deep learning architecture be embedded in the framework to build a contagion risk forecasting model?

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Selected Invited/Contributed Talks

2025

• July 22, 2025; Internal Financial Mathematics research group seminar, Cardiff University, Speaker.
• June 11, 2025; Data Analytics & Machine Learning seminar, Cardiff University, Speaker.
• June 10, 2025; Business school PhD workshop, Cardiff University, Presenter.

2024

• December 12, 2024; Stats and OR seminar, Cardiff University, Speaker.
• November 27, 2024; Maths for Industry Day, Cardiff University, Presenter.
• October 22-23, 2024; CIFEr Conference 2024, New Jersey, US, Presenter [Online].
• September 05-06, 2024; The 2024 ICBFS, Catania, Italy, Presenter and Discussant.
• June 13-14, 2024; SIAM-UKIE-NSCC, Cardiff, Contributed Talk.

Selected Conferences and Workshops Engagement

2025

• September 16-19; The Threads of Complex Networks, Palazzo Strozzi, Florence, Italy.
• June 5-6; Machine Learning in Quantitative Finance Conference 2025, Oxford-Man Institute, University of Oxford.

2024

• May 20-22; Wales Mathematics Colloquium, Gregynog Hall, Newtown.

2023

• September 4-7; RSS International Conference 2023, Harrogate.

2022

• May 26; Wales Data Nation Accelerator in Cardiff, Cardiff.
• May 11-13; Economics of Financial Technology Conference in Edinburgh, University of Edinburgh.

Outside Research

I am a commercial dancer, but lack professional training sadly.