Welcome to my Site...
I am currently in the first year of my PhD at Lancaster University's STOR-i CDT. This site documents my research. It also covers some of the stuff I do outside of work, as well as the wider academic community.
If you are interested in my work, please feel free to contact me, via the 'contact' link above.
My Research Areas:
- O R
STOR-i Summer Away Day, Morecambe Bay, 2012
When given an edge gambling on sporting events, or investing on the stock market, a question arises: "What is the optimal way to increase my wealth, given some measure of risk and reward?" One way to define this measure is to optimise the logarithm of an investor's terminal wealth. This analysis results in the celebrated Kelly Criterion.
When using the Kelly Criterion, the amount of money invested is proportional to the invesor's edge divided by the offered odds. My PhD is concerned with expanding the original theory, and subsequent literature in order to take account of more complex factors. As an example, there has already been developments where by the probability of a sporting event being a success is taken to be a random variable, with its probability being learned about as time passes.
My PhD is in association ATASS Sports .
Drop me a note
Please feel free to contact me regarding my research or interests, or for informal information regarding STOR-i
I aim to make available any publishable PhD work here as soon as possible. CV etc available upon request.
Room B55, Fylde College,
Lancaster University, LA1 4YF.