Summary
My broad area of research interest is the application of mathematical modelling techniques to real life systems. Specific areas of interest include, but are not limited to, modelling and optimisation in parallel queueing systems (especially split-merge and fork-join systems), modelling of storage systems, stochastic modelling of sport, stochastic modelling of healthcare systems, resource allocation and control in cloud-computing environments, numerical solution of (semi-)Markov models and specification techniques for SLA specification, compliance prediction and monitoring.
Publications
Journals
Koutsouri A, Petch M, Knottenbelt W, 2021, Performance of the CoinShares Gold and Cryptoassets Index under different market regimes, Cryptoeconomic Systems
Werner SM, Perez D, Gudgeon L, et al., 2021, SoK: Decentralized Finance (DeFi)., Corr, Vol:abs/2101.08778
Werner SM, Perez D, Gudgeon L, et al., 2021, SoK: Decentralized Finance (DeFi).
Conference
Ilie D, Werner S, Stewart I, et al., Unstable Throughput: When the DifficultyAlgorithm Breaks, 2021 IEEE Conference on Blockchain and Cryptocurrency (ICBC 2021)
Knottenbelt W, Petch M, Koutsouri A, Diversification Benefits of Commodities for Cryptoasset Portfolios, 2021 International Conference on Blockchain and Cryptocurrency (ICBC 2021)