G. Charles-Cadogan is a lecturer in the Division of Finance, School of Business, University of Leicester. His research interests span several topics: behavioural probability and stochastic processes, financial economics, econometrics theory, behavioural economics, and decision theory. Among other peer reviewed outlets, his research has been published in Journal of Mathematical Economics, Journal of Investment Strategies, Financial Research Letters, Systems Research & Behavioural Science, Handbook of High Frequency Trading, and Proceedings of American Statistical Association--Business & Economics Section. His work was presented at leading international peer reviewed conferences in econometrics theory, financial economics, mathematical finance and decision theory. His high frequency trading stock price formula was described by AllAboutAlpha.com as the first major stock price formula to come along in over 50-years. His risk torsion concept paper was voted by Money Science as one of the top papers released in 2012. His current research activities include but are not limited to: construction of a credit risk index with myopic loss aversion to credit default; behavioural asset pricing; early warning system for distance to default and firm bankruptcy induced by leverage and executive stock option contracts; behavioural stochastic processes for irrational exuberance and financial market instability; performance evaluation of high frequency traders, smart beta pricing, and probability interference in quantum probability theory.. He holds Bachelor of Science degrees in statistics and actuarial mathematics; and a Master of Science degree in Mathematical Statistics, and a PhD in Statistical Economics.