Current Research Areas
QUANTUM ARTIFICIAL INTELLIGENCE / MACHINE LEARNING
Quantum Fourier/wavelet Transform, QKD Cryptography, Quantum Machine learning algorithms, Hybrid Classical/Quantum AI Computing, Quantum forecasting, System Superposition/Entanglement
BLOCKCHAIN, DeFi & METAVERSE, NEUROMORPHIC COMPUTING
MEV-based attacks, Smart contracts, CBDCs, Oracle and semantic risks, Stablecoins, Algos, FinTech, Cryptography, Tokenization, Governance, Complex token wrapping structures, Composability risks, HFT, Technical analysis, Cryptocurrencies, Crypto-Econometrics & Technical trading, Intelligent AMM/DEX design, Metaverse & Singularity risks, NFTs
BIG DATA SCIENCE / FINANCIAL ECONOMETRICS
Nonlinear Time Series Modeling/Forecasting, Dependence/Causality, TVP-VAR, SVAR, BVAR, FAVAR, Hybrid DSGE models, State Space modelling (discrete & continuous time)
BIOINFORMATICS
Computational Medicine, Genetic Engineering, Health Policy, Synthetic Biology, Epigenomics
ECONOPHYSICS & NONLINEAR ECONOMIC DYNAMICS
Fractality & Chaos, Nonlinear Macro-economic Dynamics & Economic Chaos
FINANCIAL ENGINEERING/COMPUTATIONAL ECONOMICS
Machine Learning, Technical trading, Exotic Derivatives
CONTROL THEORY
Chaotic, Hyperchaotic, Robust, H2, Stochastic & Optimal control (discrete & continuous time)
PROBABILITY & STATISTICS
Multivariate Extreme-Value Theory, Nonparametric statistics, Bayesian methods (MCMC, MH, IS)
SPECTRAL ANALYSIS
Filtering / Signal processing & Wavelet decomposition
OPERATIONS RESEARCH
Optimization / Simulation applications in Large Scale Multi-criteria problems
ECONOMIC/FINANCIAL MODELLING
Econophysics, Heterogeneous Agent models, Bounded rationality, Behavioral economics
