Research
My main research topic are Neural Jump ODEs. Furthermore, my research interests include, but are not limited to:- Machine Learning
- Deep Learning
- Neural Networks
- Neural ODEs
- Time-series prediction
- Mathematical Finance
- Optimal Stopping
- Robust Finance
Reviews
I reviewed manuscripts for the journals:- Journal of Machine Learning Research (JMLR)
- Zeitschrift für angewandte Mathematik und Physik (ZAMP)
- Partial Differential Equations and Applications (PDEA)
- Frontiers of Mathematical Finance (FMF)
- European Journal of Operational Research (EJOR)
- 5th ACM International Conference on AI in Finance (ICAIF)
