School of Mathematical Sciences

Amirlan Seksenbayev


Postgraduate Research Student

Room Number: Mathematical Sciences Building, Room: MB-402


Amirlan's areas of research interest are dynamic programming, stochastic optimisation, martingale theory and Markov processes. Currently, he is working on various challenges in the field of online selection problems. The specific problems of interest include the longest monotone subsequence selection, the stochastic knapsack, the quickest selection of a monotone subsequence of a given size.

He has completed BSc in Mathematics with Economics at University College London and MSc in Mathematical Finance at the Queen Mary University of London. Before joining Queen Mary again to read his PhD, he has worked on the fixed income desk of an international investment boutique.

Amirlan's personal interests include financial mathematics and game theory. He has published an article in The Conversation explaining one of the classic game theory puzzles.

PhD Supervisor: 
Prof A Gnedin

Undergraduate Teaching

Postgraduate Teaching