Alif Aqsha

Alif Aqsha is a Research Fellow at the University of Oxford, affiliated with the Mathematical Institute. His research focuses on mathematical finance, particularly optimal control in finance and financial stochastic games. Aqsha is a third-year CDT student in the Mathematics of Random Systems program. His work includes published and preprint papers on topics such as equilibrium reward for liquidity providers and linear-quadratic stochastic control problems. He has also contributed to research on strategic learning and trading in broker-mediated markets. Aqsha has taught several courses, including Optimal Control and Financial Derivatives, and has been recognized with a full scholarship from the Oxford-Man Institute of Quantitative Finance.

Alif Aqsha is a PhD student at the University of Oxford, specializing in mathematical finance. Their research focuses on the intersection of finance, mathematics, and computational modeling, with an emphasis on understanding market dynamics and risk management. Aqsha's work includes analyzing liquidity provision in automated market makers, strategic learning in trading environments, and dynamic banking models using differential equations. They also explore stochastic control problems and their applications in financial systems. Their research contributes to both theoretical and applied aspects of financial mathematics, with a focus on modeling complex financial phenomena.