About Me

Starting from March 2025, I am a PostDoc in Josef Teichmann's research group at ETH Zurich and I teach for the CAS ETH in Machine Learning in Finance and Insurance. I am associated with the ETH AI Center.

My work focuses on the intersection of machine learning and finance, as well as exploring fundamental research questions in machine learning through a mathematical lens.

From September 2019 until February 2025, I did my PhD studies with Prof. Josef Teichmann in D-MATH at ETH Zurich. 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 in the Gallery.

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

On April 2, 2025 I will give an online talk in the Rough Path Interest Group (RPIG) on Neural Jump ODEs.
April 22-28, 2025 I will attend a workshop in Hongkong and the 9th Asian Quantitative Finance Conference (AQFC) in Shenzhen where I will give a talk on Neural Jump ODEs for Input-Output Systems.

February 26-28, 2025 I attended the Freiburg-Padova-Wien-Zürich seminar in Davos/Klosters, where I will give a talk on Neural Jump ODEs for Input-Output Systems.
On February 6, 2025 I gave a talk on Neural Jump ODEs in the Statistics Seminar of the Universitat Pompeu Fabra (UPF) in Barcelona.
October 21 - 25, 2024 I attended the Stochastics in Mathematical Finance and Physics Conference in Hammamet, Tunisia, where I will give a talk on Path-Dependent Neural Jump ODEs.
August 12 - 16, 2024 I attended 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".

Show previous

News

February 14, 2025: I successfully defended my PhD thesis titled Neural Jump Ordinary Differential Equations at ETH Zurich.
January 23, 2025: Our paper Filtered not Mixed: Stochastic Filtering-Based Online Gating for Mixture of Large Language Models was accepted at the International Conference on Learning Representations (ICLR) 2025.
December 5, 2024: Our preprint Nonparametric Filtering, Estimation and Classification using Neural Jump ODEs was published on arXiv.
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).
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, 2024 in Rio de Janeiro, Brazil.