Scientific interests: My research studies Stieltjes-type iterated integrals along paths. These iterated integrals appear in the study of many fields in mathematics, such as the cohomology of the loop space, control theory, stochastic analysis, number theory, and more recently in machine learning.
I currently serve as a Scientific Advisor of the Hong Kong Observatory.
Publication list can be found here.
Email address: "horatio.boedihardjo" followed by "@warwick.ac.uk".
Associate Professor, Statistics Department, University of Warwick Jul 2020-Present
Lecturer in Probability/Stochastic Analysis, University of Reading Sept 2015-June2020
Research Associate, Oxford-Man Institute of Quantitative Finance Dec2013-Aug2015
Supervisor: Prof. Terry Lyons
D.Phil, Mathematical Institute, University of Oxford 2013 (conferred 2014)
Supervisor: Prof. Zhongmin Qian
Slides from my talk:
Office hours: 14:30-15:30 on Tuesday and Thursday in room MB3.10 in the Mathematical Sciences Building. Please book an appointment by emailing me in advance. If you want to discuss online, instructions for getting touch are here (link).