Dr. Thomas Cass

Biography

Thomas Cass is a Professor of Mathematics at Imperial College London, where he directs the EPSRC Centre for Doctoral Training in Mathematics for Random Systems. He collaborates with the University of Oxford on projects that train interdisciplinary researchers in probabilistic modeling algorithms. As a member of the Leadership Team for the DataSig EPSRC Programme Grant, he aims to develop mathematical computational tools for multi-modal data, having pioneered high order signature methods within rough path theory to innovate approaches in mathematical data science. His team was awarded a large EPSRC Programme Grant for DataSig II, which aims to advance mathematical computational infrastructure for streamed data in the context of large language models. Professor Cass completed his PhD at the Statistical Laboratory of the University of Cambridge in 2007 and subsequently held a position at the Mathematical Institute of the University of Oxford from 2008 to 2011. He joined Imperial College in 2011 and has served as a Visiting Researcher at the Alan Turing Institute and as an Erik Ellentuck Fellow at the Institute for Advanced Study in Princeton. His research interests encompass pure and applied mathematics focusing on probability, stochastic analysis, mathematical data science, and financial mathematics. He has authored significant publications in reputable journals and actively participates in editorial roles and international conferences.

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Awards