About me

Since October 2018, I am a Ph.D. student advised by Prof. Josef Teichmann in the Stochastic Finance Group of ETH Zurich, and affiliated with ETH AI Center. Currently, I am working on the mathematical theory of deep learning algorithms and their applications to Mathematical Finance.

Prior to that, I received a B.Sc. (2015) and a M.Sc. (2018) in Applied Mathematics from the Technical University of Vienna (specializing in Financial and Actuarial Mathematics). Additionally, I received a M.Sc. (2018) in Quantitative Finance from the Vienna University of Economics and Business.

News

- July, 2023: It was a great pleasure to participate in the 2023 Financial Mathematics Team Challenge at University of Cape Town.

- June, 2023: I have successfully defended my Ph.D. Grateful for the support and excited for what lies ahead!

- September, 2022: Excited to announce the upcoming summer school CUSO-MLSTATS on statistical machine learning taking place September 4-7 in Saignelegier, Switzerland. Registrations are now open!

- July, 2022: On July 21st, I will present our paper on Neural Optimization-based Model Uncertainty at ICML'22. Come see us there!