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

Co-Supervision of Semester-, Bachelor- and Master-Theses

  • 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.