Research. My research interests include ergodic theory, chaotic dynamics, and the statistics of extremes. Key publications/preprints are given here: My Research Papers/Prerpints . My research links directly to the Centre for Systems, Dynamics and Control , and the Storm Risk Group within Exeter. I was PI of the research project PREDEX : a collaboration between Exeter, Groningen, the Met Office, and KMNI on the prediction of extreme weather events using low dimensional dynamical systems models. I am co-author on the book: Extremes and Recurrence in Dynamical Systems (released 2016).
Teaching and MSc/PhD Projects. I am programme coordinator for the MSc in Financial Mathematics and MSc in computational finance at Exeter. My teaching is geared towards modules in probability, stochastic processes, and financial derivative pricing. I have regularly taught on the modules: ECM1707, ECM3724, ECMM702, and ECM706. I can offer M-Level and MSc projects on topics that include: ergodic theory, chaotic dynamical systems, understanding extremes and record events (using dynamical systems), modelling extremes in financial markets, and methods in financial calculus (option pricing). These may all naturally lead on to PhD projects. Indeed, I have so far supervised two students who have completed PhDs in ergodic theory (transfer operator methods and theory of fractal dimension), and modelling extremes in financial markets using chaotic systems. I have co-supervised PhD students in ecology and storm risk.
External activities. I am a member of the London Mathematical Society (LMS), and also the Liverpool Mathematical Society. As part of the national ergodic theory community, I participate regularly in the LMS sponsored One day ergodic theory meetings. In 2010-2012 I was active on the Liverpool Mathematical Society committee and elected President for 2011-12. This society promotes public engagement in mathematics and is the pioneer for the Funmaths Roadshow activity. When I'm not doing mathematics, then I'm usually off running around in some remote mountain location, see: my mountain activities .
Left: On route to Curved Ridge, Stob Dearg. Right: Ascending Napes Needle via the Wasdale Crack, Great Gable.