Tomás Carrondo, MSc

PRAE DOC UNIVERSITY ASSISTANT

I am a 1^st year Ph.D. student supervised by Christa Cuchiero.

CURRICULUM VITAE

RESEARCH ACTIVITIES

Office hour:
upon request

MAIN RESEARCH INTERESTS

Signature-based Methods
Stochastic Analysis
Rough Path Theory
Machine Learning in Finance
Topological Data Analysis

RESEARCH ACTIVITIES

Thesis
- Master Thesis "Universality of Signatures in Rough Path Spaces — A Kernel-Theoretic Approach to Local and Global Approximations", co-supervised by Prof. Christa Cuchiero and Prof. Fenghui Yu (TU Delft)