Research

Invited Talks

• Seminar in Data Science and Mathematical Modelling, November 30th, 2023, Deep Dynamic Decision Making in Mathematical Finance

• WPI-Workshop: Stochastics, Statistics, Machine Learning and their Applications to Sustainable Finance and Energy Markets, September 13th, 2023, Deep Dynamic Decision Making in Mathematical Finance

• World Online Seminars on Machine Learning in Finance, May 3rd, 2022, Machine Learning-powered Pricing of the Multidimensional Passport Option

• New Challenges in the Interplay between Finance and Insurance, October 29th, 2020, Uncertainty Bounds for Neural Networks

• Seminar on "Data Analysis and Modeling", December 6th, 2019, How Implicit Regularization of Neural Networks Affects the Learned Function

• Vienna-Zurich symposium for young researchers in Financial Mathematics and related fields, November 28th, 2019, Learning from Random Strategies in Stochastic Optimal Control - An Approach to Price the Multidimensional Passport Option

• Vienna Seminar in Mathematical Finance and Probability, April 4th, 2019, Randomized Shallow Neural Networks and their Use in Understanding Gradient Descent

Contributed Talks

• Oxford ETH Workshop 2022, June 21st, 2022, NOMU: Neural Optimization-​based Model Uncertainty

• OEMG Conference 2019, September 19th, 2019, Randomized shallow neural networks and their use in understanding gradient descent

• Vienna Congress on Mathematical Finance - VCMF 2019, September 10th, 2019, Randomized shallow neural networks and their use in understanding gradient descent

Reviewed for

• Journal of Machine Learning Research (JMLR)
• Neural Networks
• International Conference on AI in Finance 2022
• Quantitative Finance