Research and Teaching

Research Interests

Lectures

  • Quantitative Finance

  • Espel, T.J., 2024. Application of the CAPM to Asian Stocks and ESG Indices. Guest lecture at the University of Hong Kong.
    Slides Handout
  • Espel, T.J., 2023. Mean Reversion Strategies. Guest lecture at the Chinese University of Hong Kong.
    Slides
  • Espel, T.J., 2023. Order Book Dynamics. Guest lecture at the Hong Kong University of Science and Technology.
    Slides
  • Espel, T.J., 2021. Market Fragmentation. Guest lecture at the Imperial College London.
    Slides

Selected Publications

ORCiD ⬈

  • Articles - Peer-Reviewed

  • Espel, T.J. , 2025. [Under Review] Sentiment Analysis with Large Language Models Applied to the Federal Reserve Beige Book.
    Link to SSRN ⬈
  • Espel, T.J. , 2024. Impact of US Bitcoin ETF Introduction on BTC and ETH Intraday Regime Seasonality. In: Arai, K. (eds) Proceedings of the Future Technologies Conference (FTC) 2024, Volume 2. FTC 2024. Lecture Notes in Networks and Systems, vol 1155. Springer, Cham.
    Link to Springer Nature ⬈ Link to SSRN ⬈

  • Articles - PrePrints

  • Espel, T., Katz, L. and Robin, G., 2017. Proposal for protocol on a quorum blockchain with zero knowledge. French Central Bank. Cryptology ePrint Archive.
    Link to IACR ⬈

  • Miscellanea

  • Espel, T., 2018. A Quantitative Approach to Non-Deliverable Forwards. MSc Thesis, Imperial College London.
  • Espel, T., 2017. [In French] Drone Avoidance Algorithms : A Probabilistic Approach. Research dissertation, CentraleSupelec Paris.
    View file