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). Upon marriage, I changed my name to Florian Ofenheimer-Krach, but I still publish my work under my birth name Florian Krach.

Upcoming Events

• December 17 - 20 I will attend the Quantitative Methods in Finance 2024 conference in Sydney, Australia, where I will give a talk on "Robust Utility Optimization via a GAN Approach".

News

• July 29, 2024: Our preprint Learning Chaotic Systems and Long-Term Predictions with Neural Jump ODEs was published on arXiv.

• July 12, 2024: Our paper The Financial Impact of Carbon Emissions on Power Utilities Under Climate Scenarios was published open-access in the International Journal of Theoretical and Applied Finance (IJTAF).