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 sits at the intersection of applied domain questions and methodological innovation.
Methodological Themes
Probabilistic Machine Learning & Bayesian Inference
- Bayesian hierarchical modelling
- Uncertainty quantification for risk-sensitive decisions
- Scalability and variable selection in high-dimensional settings
Deep & Semi-structured Modelling
- Tabular Foundation Models — pretraining and transfer learning for structured data
- Semi-structured distributional regression — combining neural and statistical components
Causal & Explanatory Analysis
- Causal inference — from association to causation
- Selection bias and reject inference
- Interpretability and explainable AI (XAI)
- Spatial dependence in entity-level behaviour
Temporal & Dynamic Modelling
- Time-to-event analysis — single and multi-state, cure, and joint longitudinal-survival models
- State-space models for sequential and latent processes
- Dynamic prediction in time-evolving environments
Application Domains
Financial Risks
- What drives default, and how reliably can we predict it?
- How do financial institutions survive extreme or systemic shocks?
- How do fraudulent patterns emerge, and how can they be detected at scale?
Sustainability & Societal Risk
- How do climate and biodiversity loss translate into financial risk?
- Can markets allocate resources sustainably — and what prevents them?
- Who is excluded from financial services, and how can access be made more equitable?
Consumer Behaviour & Marketing
- How do purchasing patterns and preferences evolve over time?
- What role do geography and social networks play in consumer choices?
- What can transactions and unstructured traces reveal about behaviour?
Opportunities
PhD Students — I am currently accepting PhD students. If you’re interested in working on related topics, feel free to get in touch.
MSc Students — If you are looking for a dissertation project aligned with the themes above, I’d be happy to discuss options. View the current list of available topics (you may need a UoE account to access it).
To work with me, please email me with a short description of your background and interests (1–2 paragraphs).
Industry & Consultancy — My research has developed through sustained engagement with financial institutions and public sector organisations. I am occasionally available for consultancy projects and tailored training on topics aligned with my research. If your organisation is facing a relevant challenge or looking to build internal expertise, feel free to get in touch.