Teaching and Supervision

Coordination and Teaching Assistance of Exercise Classes at ETH Zurich

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
Mathematik 2 (D-BIOL, D-HEST, IPW): CO & TA, FS2022, link
Mathematik 1 (D-BIOL, D-HEST, IPW): CO & TA, HS2021, link
Mathematik 3 (D-HEST): CO & TA, HS2020, link
Wahrscheinlichkeit und Statistik (D-MATH): TA, FS2020, link
Stochastik (D-MATL, D-MAVT, RW): CO & TA, HS2019, link
Diskrete Mathemtik (D-ITET): TA, HS2018, link

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.
Markus Chardonnet, Probabilistic Forecasting for Time Series Anomaly Detection, Master Thesis at ETH Zürich under Supervision of Josef Teichmann, 2023.
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.
Tengyingzi Ma, Limit Order Book Simulation with GANs, Semester Project at ETH Zürich under Supervision of Josef Teichmann, 2022.
Marc Nübel, Neural ODE Models for Continuous Time Prediction of Non-Markovian Processes, Master Thesis at ETH Zürich under Supervision of Josef Teichmann, 2021.
Group Project of Lecture Machine Learning in Finance, Neural Jump ODEs and their Application to Classification Tasks, ETH Zürich, 2021. Link.
Kei Ishikawa, Multilevel Quasi Monte Carlo Methods for Neural SDEs, Semester Project at ETH Zürich under Supervision of Markus Kalisch and Josef Teichmann, 2021.
Jonas Baggenstos, Reinforcement Learning in Financial Markets using Lipschitz Extensions, Bachelor Thesis at ETH Zürich under Supervision of Josef Teichmann, 2020.