• Market liquidity and fragmentation
  • Portfolio optimisation
  • Machine learning, in particular, reinforcement learning
  • Espel, T., 2018. A Quantitative Approach to Non-Deliverable Forwards. MSc Thesis, Imperial College London.
  • Espel, T., 2017. [In French] Drone Avoidance Algorithms : A Probabilistic Approach. Research dissertation, CentraleSupelec Paris.