Dayeon is a post-graduate researcher in the Department of Mathematics, King's College London. Dayeon is currently under the supervision of Dr Spyridon Pougkakiotis in the Financial Mathematics group. Previously, Dayeon completed her BSc in Mathematics at the University of British Columbia, and completed her MSc in Computational Mathematical Finance at the University of Edinburgh.

Research interests

• Financial mathematics

• Large-scale optimisation

Thesis title and abstract

Large-scale continuous nonlinear optimisation: The goal of this project is to develop and analyse efficient and robust optimisation methods for large-scale nonlinear convex programming. The project focuses on first- and second-order optimisation algorithms and their implementation in C++.

PhD supervision

First supervisor: Dr Spyridon Pougkakiotis

Second supervisor: Prof Teemu Pennanen