Motivation

My research aims to support better, fairer, and more informed decision-making. Much of my work addresses credit-related challenges, many of which reflect issues common to decision-making in other domains, too. The methods I use and develop are built for complex settings where uncertainty, dynamics, and prediction intersect.

Research Landscape

My work spans several interrelated themes:

Methodological Challenges

  • Dynamic prediction in time-evolving settings
  • Uncertainty quantification for risk-sensitive decisions
  • Interpretability and explainable AI (XAI)
  • Stress testing under extreme or systemic scenarios
  • Spatial dependence in entities behaviour
  • Selection bias from non-random data access (e.g., accepted loans only)
  • Imbalanced data and rare-event learning
  • Scalability and variable selection to high-volume, high-dimensional data
  • From association to causation in predictive modelling

Emerging & Societal Challenges

  • Climate change and biodiversity loss as systemic risk factors
  • Sustainability in resource allocation and financial markets
  • Fairness and equitable access to financial services

Data Modalities

  • Cross-sectional observations
  • Longitudinal (panel) data
  • Time-to-event data in continuous or discrete time
  • Unstructured data such as text, transactions, and network traces

Methodological Approaches

  • Bayesian hierarchical modelling
  • Distributional regression frameworks
  • Survival analysis including multi-state models, cure models, and joint models for longitudinal and survival data
  • State-space models
  • Causal inference

I am currently accepting PhD students. If you’re interested in working on related topics, feel free to get in touch.

MSc dissertation students. If you are looking for a dissertation project aligned with the themes above, I’d be happy to discuss options.
Some available topics: view the current list here (you may need a UoE account to access it).

If you’d like to work with me, please email me with a short description of your background and your interests (1–2 paragraphs).