Each month, we provide up to £2,000 in grant money to early career researchers in quantitative disciplines.
Our aim is to support and assist PhD students and postdocs conducting research, particularly with costs that may be difficult to get funding for elsewhere, for example, travel for those who are caring for children, or expenses for volunteer work related to research.
Read on to hear from our latest winners, their research and how our grants will aid their work.
April grant winners
Philipp Plank (Imperial College London)
“I am a first-year PhD student in Mathematics at Imperial College London. My research focuses on the theoretical foundations of machine learning methods in multi-agent frameworks.
“Specifically, my aim is to analyse and provide convergence guarantees for learning algorithms in large-population settings with heterogeneous interaction structures among the agents.
“The G-Research grant allows me to attend the Vienna Congress on Mathematical Finance in July, where I will give a talk on my first PhD project on policy gradient methods for graphon mean field games.”
Alex Gu (Massachusetts Institute of Technology)
“I am a computer scientist researching applications of AI to domains such as programming and mathematics. One particular area of interest to me is combining LLMs with formal languages, such as Lean in mathematics.
“This grant from G-Research will support me and my research in various ways, such as attending conferences to learn and grow from other researchers.”
Jasper Rou (Delft University of Technology)
“I am a mathematician with a focus on quantitative finance, particularly in the development of novel techniques for option pricing.
“My current work explores neural network methods for solving high-dimensional PDEs arising in financial mathematics.
“With the support of a G-Research grant, I will attend the Advanced Mathematical Methods for Finance conference in Verona, where I look forward to engaging with leading experts in the field, sharing insights from my research and exploring potential collaborations that can further the impact of my work.”
Marta Fochesato (ETH Zurich)
“I am a doctoral researcher in distributionally robust optimisation and control at the Institute for Automation at ETH Zurich.
“The ongoing data revolution is shaping our society. As a result, there is a growing need for data-driven optimisation models that output reliable decisions that are insensitive to input misspecification. However, despite having access to ever-larger datasets, data carries an inherent statistical uncertainty, leading to sub-optimal and possibly unsafe decisions.
“In my research, I am developing novel methodological and computational tools, grounded on the theory of optimal transport and distributionally robust optimisation, to tackle this challenge.
“The G-Research grant will allow me to attend the upcoming International Conference on Stochastic Programming (ICSP).”
Adrien Mathieu (Oxford Man Institute)
“I am interested in studying equilibrium between financial agents in stochastic games with partial information.
“With this grant, I will have the opportunity to attend the 2025 SIAM Conference on Financial Mathematics and Engineering in Miami, where I will present my latest research, which deals with market makers facing different group of (un)informed traders.”
Nikita Zozoulenko (Imperial College London)
“I am a PhD student at Imperial College working at the intersection of machine learning and mathematics. My research currently focuses on randomised methods, gradient boosting, deep learning and infinite-dimensional machine learning.
“This grant will support my travel to the International Conference on Machine Learning (ICML 2025) in Vancouver, where I will present my accepted paper titled “Random Feature Representation Boosting”.”
Congratulations to all of our grant winners.
