Nick Gray

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I started my PhD in September 2018, I am working with the Digitwin project looking at ways in which uncertainty can be included in digital twins. Currently I am working on a software tool that will allow intrusive uncertainty analysis to be added to computer code automatically. I am also interested in how to express the uncertainty in situations in which you have no gold standard information and how that can be communicated. Another area that I am interested in is how computer algorithms can be designed in order to be more humane, how they should deal with risk and uncertainty and whether they can be designed to fail in a non-catastrophic way.

Research Interests: Statistics, Computer Science, Engineering

Research project title: Uncertainty Quantification and Propagation in Digital Twins

Project description: Quantitative management of financial risk, and the modelling of financial time series itself are two areas that are intimately related. The goal of this PhD project is to explore new, and advanced ways in managing risk, and modelling financial systems using machine learning algorithms, artificial intelligence and/or data analytics.

Supervisory team: Scott Ferson, Marco de Angelis, Ivan Au

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