Robust Risk Minimization Using the Graphical Lasso
Millington, Tristan, and Mahesan Niranjan. "Robust Portfolio Risk Minimization Using the Graphical Lasso."International Conference on Neural Information Processing. Springer, Cham, 2017.
CV
Education
- MEng in Electronic Engineering with Computer Systems, University of Southampton, 2015
- Ph.D in Computer Science, University of Southampton, 2021
Work experience
- 2023 (Current): Senior Research Software Engineer
- University of Dundee
- 2020 - 2023: Research Fellow
- University of Edinburgh
- 2015-2016: Graduate Software Developer, Advanced Trading Tools Team
- Fidessa plc
- Maintaining Fidessa’s trading platforms
- Summer 2014: Software Intern
- Plextek Ltd
- Embedded Software Development on IoT
Publications
Quantifying Influence in Financial Networks via Partial Correlation Network Inference
T. Millington and M. Niranjan, "Quantifying Influence in Financial Markets via Partial Correlation Network Inference," 2019 11th International Symposium on Image and Signal Processing and Analysis (ISPA), Dubrovnik, Croatia, 2019, pp. 306-311. doi: 10.1109/ISPA.2019.8868437
Partial correlation financial networks
Millington, T., Niranjan, M. Partial correlation financial networks. Appl Netw Sci 5, 11 (2020). https://doi.org/10.1007/s41109-020-0251-z
Construction of minimum spanning trees from financial returns using rank correlation
Tristan Millington, Mahesan Niranjan, Construction of minimum spanning trees from financial returns using rank correlation, Physica A: Statistical Mechanics and its Applications, Volume 566, 2021, 125605, ISSN 0378-4371, https://doi.org/10.1016/j.physa.2020.125605.
Stability and similarity in financial networks — How do they change in times of turbulence?
Tristan Millington, Mahesan Niranjan, Stability and similarity in financial networks—How do they change in times of turbulence? Physica A: Statistical Mechanics and its Applications, Volume 574, 2021, 126016, ISSN 0378-4371, https://doi.org/10.1016/j.physa.2021.126016.
Analysis and Classification of Word Co-Occurrence Networks From Alzheimer’s Patients and Controls
Millington, Tristan, and Saturnino Luz. Analysis and Classification of Word Occurrence Networks From Alzheimer's Patients and Controls. Frontiers in Computer Science 3 (2021): 36.
An investigation into the effects and effectiveness of correlation network filtration methods with financial returns
Millington, T. (2022). An investigation into the effects and effectiveness of correlation network filtration methods with financial returns. Plos one, 17(9), e0273830.
BNT162b2 COVID-19 vaccination uptake, safety, effectiveness and waning in children and young people aged 12–17 years in Scotland
Rudan, I., Millington, T., Antal, K., Grange, Z., Fenton, L., Sullivan, C., ... & Sheikh, A. (2022). BNT162b2 COVID-19 vaccination uptake, safety, effectiveness and waning in children and young people aged 12–17 years in Scotland. The Lancet Regional Health–Europe, 23.
Vaccine effectiveness of two-dose BNT162b2 against symptomatic and severe COVID-19 among adolescents in Brazil and Scotland over time: a test-negative case-control study
Florentino, P. T., Millington, T., Cerqueira-Silva, T., Robertson, C., de Araújo Oliveira, V., Júnior, J. B., ... & Paixão, E. S. (2022). Vaccine effectiveness of two-dose BNT162b2 against symptomatic and severe COVID-19 among adolescents in Brazil and Scotland over time: a test-negative case-control study. The Lancet Infectious Diseases, 22(11), 1577-1586.