PhD Students

Radu Baltean-Lugojan

´╗┐Radu Baltean-Lugojan is a PhD student in the Department of Computing (QUADS group) at Imperial College London, under the supervision of Dr. Ruth Misener and Dr. Panos Parpas. He received EPSRC funding, and previously obtained the MEng Computing degree from Imperial College London.

For more information, visit Radu's homepage or why not email him.

Chin Pang Ho

Chin Pang Ho (Clint) is a PhD student in the Department of Computing (QUADS group) at Imperial College, under the supervision of Dr Panos Parpas. He received a BS in Applied Mathematics from the University of California, Los Angeles and an MSc in Mathematical Modeling and Scientific Computing from the University of Oxford.

For more information, visit Chin Pang's homepage or why not email him.

Vahan Hovhannisyan

Vahan Hovhannisyan is a PhD student in the QUADS group at Imperial College, under the supervision of Dr Panos Parpas. He received a BS in Applied Mathematics from the State Engineering University of Armenia and an MSc in Applied Mathematical (with application area in operations management) from ETH Zurich. His research interests are convex robust optimization with applications in machine learning.

For more information, visit Vahan's homepage or why not email him.

Sei Howe

Sei Howe is a PhD student in the QUADS group at Imperial College. She received her B.A in pure mathematics from Reed College, USA in 2011 and her M.Sc. in pure mathematics from Imperial College in 2012. Her supervisor is Dr. Panos Parpas and her research focuses on stochastic optimization of multi-scale processes.

Need more information: why not email Sei.

Georgia Kouyialis

Georgia Kouyialis is a PhD student in the Department of Computing (QUADS group), at Imperial College, under the supervision of Dr. Ruth Misener. She obtained the MSci (Hons) degree in Mathematics from University College London (UCL). She received the EPSRC DTA funding and her research evolves around Mixed Integer Nonlinear Programming.

For more information, visit Georgia's homepage or why not email her.

Miten Mistry

Miten Mistry is a PhD student in the Department of Computing (QUADS group) at Imperial College London, under the supervision of Dr Ruth Misener. He received EPSRC HiPEDs CDT funding. He previously obtained a MEng Mathematics and Computer Science degree from Imperial College London.

For more information, visit Miten's homepage or why not email him.

Richard Oberdieck

Richard Oberdieck received his B.Sc. and M.Sc. degrees in Chemical Engineering from ETH Zurich, Switzerland in 2013. He spent the academic year or 2011/12 at the Centre of Process Systems Engineering, Imperial College London under the supervision of Prof. Pistikopoulos. Since 2013, he is pursuing a Ph.D. degree in Chemical Engineering at Imperial College London in the area of multi-parametric programming and multi-parametric/explicit model-predictive control.

For more information, visit Richard's homepage or why not email him.

Simon Olofsson

Simon Olofsson is a Ph.D. student in the Department of Computing (QUADS group) at Imperial College London under the supervision of Dr. Ruth Misener and Dr. Marc Deisenroth. His research is in optimisation and control for bioreactors, funded by Horizon 2020 and the ModLife project (modlife.eu).

For more information, visit Simon's homepage or why not email him.

Juan Campos Salazar

Juan Campos Salazar is a PhD student in the Department of Computing (QUADS group) at Imperial College, under the supervision of Dr Panos Parpas. He received a BA and Masters in Economics from Universidad de los Andes (Colombia), and a MSc in Operations Research from Columbia University (New York).

Need more information: why not email Juan Campos.

Quang Kha Tran

Quang Kha Tran obtained the MEng. degree in Electrical and Electronic Engineering from Imperial College London. He joined the QUADS group at the Department of Computing, Imperial College London in 2012. His research interests are Robust Optimization with applications in Finance.

Need more information: why not email Quang Kha.

Past Members

Katya Abramova

I have a financial background, having previously worked for the New York Stock Exchange and Marex Trading. During this time I also completed an MSc in Financial Engineering.
My research combines Nonlinear Optimal Control with Reinforcement Learning. More broadly I am interested in Machine Learning and Artificial Intelligence and their application to finance.

Need more information: why not email Katya.

Dimitra Bampou

Dimitra Bampou was born in Athens, Greece. She was awarded the MEng degree in Computational Management (First Class) in 2008 from Imperial College London. She is currently a final year Ph.D. student in Operations Research at the Department of Computing. Her research interests are in the fields of optimization over infinite dimensional spaces, stochastic and robust optimization.

Need more information: why not email Dimitra.

Angelos Georghiou

Angelos Georghiou is a PhD student in the Quantitative Analysis and Decision Science group of the Department of Computing at Imperial College London, under the supervision of Dr. Daniel Kuhn. In 2008, he received the MSci degree in Mathematics from Imperial College London. His current research interests are focused in optimisation under uncertainty and the design of approximation schemes which ensure computational tractability.

For more information, visit Angelos' homepage or why not email him.

Micheal Hadjiyiannis

Michael Hadjiyiannis received an MEng (Hons) in Computational Management from the Department of Computing at Imperial College London in 2009. He is currently a PhD student in the Quantitative Analysis and Decision Sciences group at Imperial College London. The focus of his research is robust optimization and its application in stochastic control theory.

Need more information: why not email Micheal.

Grani Adiwena Hanasusanto

Grani Hanasusanto is a PhD student at the Department of Computing, Imperial College London, under the supervision of Dr. Daniel Kuhn. He obtained the BEng (Hons) degree in Electrical and Electronic Engineering from Nanyang Technological University, Singapore, and the MSc degree in Financial Engineering from National University of Singapore. His research interests are in numerical and computational methods and their applications.

For more information, visit Grani Adiwena's homepage or why not email him.

Iakovos Kakouris

Iakovos Kakouris is a 3rd year Ph.D. student in Computing Engineering of Imperial College and part of QUADS group.
His research interest are copulas applications in statistical modelling and their application in portfolio optimization. He has a BSc in Mathematics from Imperial College and and an MSc in Mathematical Modelling and Scientific Computing from Oxford University.

Need more information: why not email Iakovos.

Michalis Kapsos

Michalis joined the QUADS group in 2008. His research interests are mostly in portfolio selection using robust optimization. He has a BSc in Finance and an MSc in Finance & Economics from University of Cyprus and London School of Economics, respectively.

Need more information: why not email Michalis.

Fook Kong

My interests consist of game theory and numerical optimization. My supervisor is Professor Berc Rustem and I am currently working on computation of game equilibria.

Need more information: why not email Fook.

Florian Locker

Florian studied economics and finance at the University of Innsbruck and Tulane University and joined the Institute for Statistics and Mathematics at WU Vienna as a PhD student in 2008. He is interested in methods concerning the hedging of derivative assets within incomplete markets and when assets exhibit jumps, and their numerical implementation. He is currently visiting the QUADS research group at Imperial College.

Need more information: why not email Florian.

Paula Rocha

I am a PhD student in the Quantitative Analysis and Decision Science group of the Department of Computing at Imperial College. Prior to beginning my PhD, I earned an MSc in Statistics from University College London in 2007 and worked in the Directorate General Statistics of the European Central Bank (2002-2006). In 2001, I graduated in Economics from the University of Porto.
My research revolves around optimal decision-making under uncertainty in deregulated energy markets. Particular emphasis is placed on developing tractable approximation schemes capable of optimising large-scale energy models.

Need more information: why not email Paula.

Vladimir Roitch

Vladimir Roitch graduated from Imperial College London with an MEng degree in Computing. He is currently a PhD student in the Quantitative Analysis and Decision Science group of the Department of Computing at Imperial College London. His research interests are robust optimization with applications in Cloud Computing.

For more information, visit Vladimir's homepage or why not email him.

Napat Rujeerapaiboon

Napat Rujeerapaiboon is from Thailand. He completed a master’s degree in Computational Management Science at the Department of Computing, Imperial College London, in 2012, and subsequently joined COG for his Ph.D. studies. His supervisor is Dr. Daniel Kuhn, and his research interest entails modern techniques to tackle uncertain optimization problems.

Need more information: why not email Napat.

Phebe Vayanos

Phebe Vayanos was born in Athens, Greece, in 1985. In 2007, she received the MEng degree in Electrical and Electronic Engineering from Imperial College London. Currently, she is a PhD student in the Quantitative Analysis and Decision Science group of the Department of Computing at Imperial College London. Her research interests lie in the areas of robust optimization and stochastic programming.

Need more information: why not email Phebe.