Nicholas Daultry Ball

I'm a DPhil student at the Mathematical Institute, University of Oxford, working with Justin Sirignano, and funded by the EPSRC CDT for the Mathematics of Random Systems.

I work on applying machine learning and adjoint optimisation methods to the numerical solution of kinetic equations. I currently focus on using neural networks to learn parameters in BGK type equations, and on optimisation of DSMC algorithms for the Boltzmann equation. I have also spent time working on sparsity in deep neural networks.

I have a background in physics, with a Master's in Mathematical and Theoretical Physics from Oxford, and also previously worked as a strat at Goldman Sachs, pricing equity delta one derivatives.

Please feel free to get in touch to talk about mathematics, physics or finance!