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Professor of Mathematics, University of Surrey

I am Professor of Mathematics and Head of Data Science and Dynamics Group in the Department of Mathematics at the University of Surrey, and Visiting Professor at Imperial College London. I was born in Hong Kong, and later lived in Japan for a number of years, where I obtained my BSc in physics at Niigata University. I received my MSc and PhD degrees in Theoretical Physics from Imperial, and then held a Particle Physics and Astronomy Research Council research appointment in the Department of Applied Mathematics and Theoretical Physics in Cambridge University, in conjunction with a Research Fellowship at Churchill College. In 1999 I returned to Imperial College as a Royal Society University Research Fellow. I joined Surrey in 2018.

My research covers a broad range of topics in applied mathematics, ranging from quantum theory of spacetime to financial mathematics. I am a Fellow of the Institute of Physics, and a Lifetime Fellow of the Cambridge Philosophical Society. I am on the editorial boards for Journal of Physics A, Information Geometry, and International Journal of Theoretical and Applied Finance.

I am the "co-inventor" of the information-based approach to asset pricing, which I have applied to a wide range of areas to deduce dynamical models for characterising information-driven systems, such as modelling the dynamics of electoral competitions or those of biological systems.

Experience

  • 2018–present
    Professor, University of Surrey