Talks & Presentations

• SfS PhD Seminar, ETH Zürich, November 22, 2023, Path-Dependent Neural Jump Ordinary Differential Equations.

• 10th International Congress on Industrial and Applied Mathematics (ICIAM 2023 Tokyo), Waseda University, Tokyo, Japan, August 20-25, 2023, Invited Talk, Path-Dependent Neural Jump Ordinary Differential Equations.

• 7th International Conference on Mathematics in Finance 2023, Berg-en-Dal Rest Camp, Kruger National Park, South Africa, July 24-28, 2023, Contributed Talk, Robust Utility Optimization via a GAN Approach.

• Oxford-ETH Workshop on Mathematical Finance, University of Oxford, June 26-28, 2023, Regret-Optimal Federated Transfer-Learning.

• Freiburg-Wien-Zürich (FWZ) Seminar, Lindauer Hütte, Februar 27 - March 2, 2023, Robust Utility Optimization via a GAN Approach.

• 2nd Edition of the School on Machine Learning of Dynamic Processes and Time Series Analysis, Scuola Normale Superiore Pisa, November 09-10, 2022, Contributed Talk, Path-Dependent Neural Jump Ordinary Differential Equations.

• Oxford-ETH Workshop on Mathematical Finance, ETH Zürich, June 20-21, 2022, (Extended) Neural Jump Ordinary Differential Equations.

• 11th World Congress of Bachelier Finance Society, virtually in Hong Kong, China, June 17, 2022, Contributed Talk, Optimal Stopping via Randomized Neural Networks.

• Rough Paths & SPDE Seminar, TU Berlin, June 9, 2022, Invited Talk, (Extended) Neural Jump Ordinary Differential Equations.

• Quantitative Finance Workshop 2022, Rome, April 1, 2022, Contributed Talk, Neural Jump Ordinary Differential Equations.

• AMaMeF Conference 2021, June 24, 2021, Contributed Talk, Neural Jump Ordinary Differential Equations.

• International Conference on Learning Representations (ICLR) 2021, May 3, 2021, Poster & Video Presentation, Neural Jump Ordinary Differential Equations: Consistent Continuous-Time Prediction and Filtering. Link to Video.