About Me

Since September 2019, I am a PhD student of Prof. Josef Teichmann in D-MATH at ETH Zurich. I am associated with the ETH AI Center.

Before, I studied mathematics at ETH Zurich (BSc and MSc) with a focus on mathematical finance, machine learning, statistics, probability theory and optimization. For my Master studies I was awarded the Willi Studer Prize 2020.

I love to spend my free time in the mountains. Some impressions can be found here.

My CV can be found here (last update: March 18, 2024).

News & Upcoming Events

• June 17 - 21 I will attend the Imperial - Hong Kong - ETH Workshop held at Imperial College London, where I will talk about "Path-dependent neural jump ODEs and their Application in Finance".

• Our minisymposium on Neural differential methods in Finance was accepted at the 12th Bachelier World Congress of the Bachelier Finance Society taking place July 8 - 12 in Rio de Janeiro, Brazil.

• August 12 -16 I will attend the 31st IFIP TC7 Conference on System Modeling and Optimization in Hamburg, where I will give a talk on "Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs" in the session "Stochastic Modeling and Control".