I am Professor of Mathematical Finance in the Mathematical Institute, University of Oxford and director of the Oxford-Man Institute of Quantitative Finance. I am one of the founding members of the Commodities & Energy Markets Association (CEMA). Before coming to Oxford, I held positions at University College London, Universidad Carlos III de Madrid, and Birkbeck College– University of London. I obtained a DPhil in mathematics from Oxford in 2003.
My research focuses on mathematical finance. Along with my co-authors, I have written extensively on algorithmic trading and on energy markets. More recently, I have become interested in applications of machine learning and data analytics in finance, as well as game theory applied to dynamic and algorithmic games.
For more information on my publications and papers visit: https://sites.google.com/site/alvarocartea/home