Denis Lapitski

Denis Lapitski

Stamford, Connecticut, United States
238 followers 225 connections

Über uns

Quantitative Trading, Equity Derivatives, Machine Learning

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  • University of Oxford Graphic

    University of Oxford

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    Activities and Societies: President and Treasurer of Oxford University Russian Society, Social Secretary St. Anne's College

    "Development of the Quantum Lattice Boltzmann method for simulation of quantum electrodynamics with applications to graphene"
    - Analysed numerical solution scheme for quantum systems, improved scheme’s order of convergence and rewrote the multidimensional extension to recover isotropy
    - Developed a potential configuration for charge confinement in graphene for transistor applications
    - Coded QLB numerical algorithms in MATLAB and FORTRAN evolving multiples of up to 268,000,000 data…

    "Development of the Quantum Lattice Boltzmann method for simulation of quantum electrodynamics with applications to graphene"
    - Analysed numerical solution scheme for quantum systems, improved scheme’s order of convergence and rewrote the multidimensional extension to recover isotropy
    - Developed a potential configuration for charge confinement in graphene for transistor applications
    - Coded QLB numerical algorithms in MATLAB and FORTRAN evolving multiples of up to 268,000,000 data points, simulated relativistic quantum tunnelling in graphene to study charge transport and charge confinement for transistor applications

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    Activities and Societies: President of Oxford University Russian Society, St. Anne's MCR Event Organizer

    - Focused on Financial Mathematics, completed dissertation on optimal trading strategy for an informed trader in a corporate bond market
    - Wrote projects on Collateralized Mortgage Obligations and Market Option Pricing
    - Attended courses on Techniques of Applied Mathematics, Numerical Methods, Stochastic Differential Equations, Optimization Theory, Financial Derivatives

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    - Graduated with 3.9 out of 4.0 (97.5%) degree grade point average
    - Wrote final thesis on the observed effects of a forest fire on atmospheric composition
    - Received ‘top student of the year’ awards in Mathematics and in Physics departments
    - Received several merit-based scholarships from University and departments

Languages

  • Russian

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  • Englisch

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