Dr Michael J Phillips
| Room: |
G52 (Upper ground floor) |
| Address : |
School of Mathematical Sciences
Queen Mary, University of London
Mile End Road
London E1 4NS
Great Britain
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| Telephone: |
+44 (0)20 7882 5471
|
| Email: |
firstname DOT lastname AT qmul.ac.uk
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Office hours
(Spring term 2013):
|
Monday: 15.30 - 16.30
Other times: Please email me for an appointment
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|
|
My current research is in Random Matrix Theory (RMT), a field of applied mathematics
which involves exploring the properties of matrices with randomly-distributed elements.
A particular interest of mine is investigating the (complex-valued) eigenvalues of
non-Hermitian matrices, and determining how their statistical distributions depend on
the precise structure of the matrices being considered. RMT finds many applications
in physics and elsewhere; in fact, one particular class of
matrices that I and my colleagues recently solved can be used to model certain features
of Quantum Chromodynamics (QCD), the theory of the strong nuclear force. This helps to
improve our understanding of the properties of highly dense matter, as found, for example,
in the early universe.
A major part of my role at Queen Mary involves lecturing in financial mathematics and computing.
Prior to joining QMUL, I worked for many years as a quantitative analyst and software engineer
in the City of London, developing pricing models for a wide range of financial products.
This experience has helped me to ensure that the courses I teach at QMUL always have
a highly practical focus, as well as being mathematically sound.
They are therefore directly relevant to students planning future careers in investment
or commercial banking. And the projects that I supervise will often involve
numerical as well as analytical methods, giving students plenty of hands-on experience
of the techniques that are actually used in financial institutions.
Universality Conjecture for all Airy, Sine and Bessel Kernels in the Complex Plane
G. Akemann and M.J. Phillips
Pre-print on arXiv
Random matrix theory of unquenched two-colour QCD with nonzero chemical potential
G. Akemann, T. Kanazawa, M.J. Phillips and T. Wettig
JHEP 1103, 066 (2011)
Pre-print on arXiv
Skew-orthogonal Laguerre polynomials for chiral real asymmetric random matrices
G. Akemann, M. Kieburg and M.J. Phillips
J. Phys. A 43, 375207 (2010)
Pre-print on arXiv
The chiral Gaussian two-matrix ensemble of real asymmetric matrices
G. Akemann, M.J. Phillips and H.-J. Sommers
J. Phys. A 43, 085211 (2010)
Pre-print on arXiv
A Wigner Surmise for Hermitian and Non-Hermitian Chiral Random Matrices
G. Akemann, E. Bittner, M.J. Phillips and L. Shifrin
Phys. Rev. E 80, 065201 (R) (2009)
Pre-print on arXiv
Gap Probabilities in Non-Hermitian Random Matrix Theory
G. Akemann, M.J. Phillips and L. Shifrin
J. Math. Phys. 50, 063504 (2009)
Pre-print on arXiv
Characteristic polynomials in real Ginibre ensembles
G. Akemann, M.J. Phillips and H.-J. Sommers
J. Phys. A 42, 012001 (2009)
Pre-print on arXiv
MSc Project Supervision (2012/13):
I will be supervising a number of projects for the
MSc in Mathematical Finance.
Further details will be available on QMplus early in 2013, but please contact me if you are interested.
(I recommend that you choose MTH773P as your optional module in Semester B
to give you the necessary background in C++ and advanced financial modelling.)
Teaching this year (2012/13):
MTH773P: Advanced Computing in Finance (Semester B)
MSc Mathematical Finance Professional Skills Workshops: Excel (Semester A)
MSc Mathematical Finance Professional Skills Workshops: Visual Basic (Semester B)
Teaching last year (2011/12):
MTH6120: Further Topics in Mathematical Finance (Semester B)
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