Adeyemi Sonubi is a young researcher with a PhD in Mathematical Finance from the University of Milan-Bicocca, Italy. He had his Master’s degree in Mathematics and Computing for Finance at Swansea University, United Kingdom and a Bachelor’s degree in Pure Mathematics at Federal University of Agriculture, Abeokuta, Nigeria. He is currently working on various research topics in Energy Finance and Agent Based Modelling
Volatility and machine learning were among the top research areas for quants this year
This paper proposes temperature-based risk management using hybrid financial instruments built on weather derivatives.