Department of Mathematical Sciences
Dr Federico Cornalba
Federico’s research sits at the intersection between stochastic analysis, numerical analysis, and PDE theory. Primarily, he is interested in describing large-scale interacting particle systems (these are ubiquitous in a whole range of applications in physics, social/opinion dynamics, and more) by using equivalent continuous models (often in the form of stochastic equations). These continuous models are, in general, more tractable than the particle models they stem from, especially when it comes to computational costs and specific interpretability features. He deploys methods from stochastic analysis, numerical analysis, and PDE theory to study relevant aspects of these continuous models. He is also interested in Machine Learning tools: so far, he has researched Deep Reinforcement Learning methods for asset-trading applications.
Research interests:
LINKS:
Federico Cornalba on the University of Bath Research Portal
Andreas was instrumental in the development of SAMBa and was Co-Director from its inception until the end of 2022. He has left the University of Bath to take up the role of Chair of Probability at the University of Warwick.
Tom’s research interest is in medical statistics, with a particular focus on the design and analysis of adaptive clinical trials.