Please let me know if you are interested to do your thesis or any other research project with me. Supervising projects is my favorite aspect of teaching :) I have multiple open projects for different levels. Or you can propose your own topic (if it is related to my research).

(Co-)supervised Master theses

  • Marius Högger (UZH, 2020), Bayesian Optimization with Neural Networks
  • Daniel Montagana (ETH, 2021), Leveraging Variance Swaps for non-parametric Option Price Surface Modelling
  • Nicholas Delmotte (ETH, 2021)
  • Tereza Burgetová (ETH, 2021), Breakdown robust training of neural networks for outlier detection
  • Sebastian Schein (ETH, 2022), Feature Learning in Infinite-Width Neural Networks
  • Sven Rosenthal (UZH/ETH, 2022), On Inductive Bias towards Multi-Task Learning of L2-Regularized ReLU Networks
  • Markus Chardonnet (ETH/IBM Research, 2023), Probabilistic Forecasting for Time Series Anomaly Detection

(Co-)supervised Semester theses

  • Alexis Stockinger (ETH, 2021), On the Reduction of Deep ReLU Networks part 2
  • Aurelio Dolfini (ETH, 2022), ML-based Uncertainty Quantification on Real World Data
  • Michele Meziu (ETH, 2022), Learning Risk-neutral Measures with Neural Networks

(Co-)supervised Bachelor theses

(Co-)supervised research assitents/interns

(Co-)supervised projects for ML in Finance

  • Aurelio Dolfini (ETH, 2021), Pricing the Passport Option with Deep Reinforcement Learning
  • Sven Rosenthal (ETH, 2021), NTK vs P-functional theory
  • Sebastian Schein (ETH, 2021), Pricing the Passport Option with Deep Reinforcement Learning
  • Theo Smerting (ETH, 2021), Pricing the Passport Option with Deep Reinforcement Learning
  • Alexis Stockinger (ETH, 2021), Pricing the Passport Option with Deep Reinforcement Learning

Teaching at ETH

Group 3 (Probability Theory, Insurance Mathematics and Stochastic Finance)

The office hours for Group 3 can be found here. Alternatively you can ask questions regarding my courses in the moodle-forum. You can ask generic math questions at math.stackexchange.com (you can additionally send me or your TA a link to your question via e-mail). If non of the above options suits you, please don't hesitate to write me an e-mail, if you are interested in doing a project with me (e.g., a thesis) or if you have any question (connected to my research) or if you find any mistake in the lecture notes or in the exercise sheet or if you have any other question or remark. (Please check the course web-page, VZZ, the moodle-forum and the Group 3 web-page before asking me administrative questions per e-mail or ask during the exercise class.)

Teaching at TU Vienna

Institute of Discrete Mathematics and Geometry

  • Linear Algebra 1&2 (TA for large scale question hours, 2017-2018)

Institute of Analysis and Scientific Computing