Teaching and Supervision
Coordination and Teaching Assistance of Exercise Classes at ETH Zurich
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Mathematik 1 (D-BIOL, D-HEST, IPW): Assistant for creating Jupyter-Notebooks (Python) for the lectures and homeworks of this and following years, HS2023, link
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Mathematik 2 (D-BIOL, D-HEST, IPW): CO & TA, FS2022, link
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Mathematik 1 (D-BIOL, D-HEST, IPW): CO & TA, HS2021, link
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Mathematik 3 (D-HEST): CO & TA, HS2020, link
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Wahrscheinlichkeit und Statistik (D-MATH): TA, FS2020, link
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Stochastik (D-MATL, D-MAVT, RW): CO & TA, HS2019, link
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Diskrete Mathemtik (D-ITET): TA, HS2018, link
Co-Supervision of Semester-, Bachelor- and Master-Theses
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Team Leader at the Financial Mathematics Team Challenge (FMTC) 2023 at University of Cape Town; Team Members: Eba Hampwaye, Siphokazi Hlalukana, Nchakha Thato Rateele; Mentors: Ashley Kanter, Andrea Macrina; Project Title: South Africa’s Carbon Opportunity.
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Markus Chardonnet, Probabilistic Forecasting for Time Series Anomaly Detection, Master Thesis at ETH Zürich under Supervision of Josef Teichmann, 2023.
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William Andersson, Overcoming Independence between the Observed Process and the Observation Framework in PD-NJ-ODEs, Semester Project at ETH Zürich under Supervision of Josef Teichmann, 2023.
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Tengyingzi Ma, Limit Order Book Simulation with GANs, Semester Project at ETH Zürich under Supervision of Josef Teichmann, 2022.
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Marc Nübel, Neural ODE Models for Continuous Time Prediction of Non-Markovian Processes, Master Thesis at ETH Zürich under Supervision of Josef Teichmann, 2021.
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Group Project of Lecture Machine Learning in Finance, Neural Jump ODEs and their Application to Classification Tasks, ETH Zürich, 2021. Link.
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Kei Ishikawa, Multilevel Quasi Monte Carlo Methods for Neural SDEs, Semester Project at ETH Zürich under Supervision of Markus Kalisch and Josef Teichmann, 2021.
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Jonas Baggenstos, Reinforcement Learning in Financial Markets using Lipschitz Extensions, Bachelor Thesis at ETH Zürich under Supervision of Josef Teichmann, 2020.