Achref Bachouch
Senior lecturer in Applied Mathematics
Mälardalen University
School of Education, Culture and Communication (UKK)/
Division of Mathematics and Physics
achref.bachouch@gmail.com
www.mdu.se
Research interest
Numerical methods for stochastic control problems,
Machine learning and application to energy markets and finance,
Regression based Monte Carlo methods,
Forward-backward stochastic differential equations and applications in finance,
Probabilistic numerical methods for (stochastic) partial differential equations,
Variance reduction methods (by Interacting Particles Systems) for rare events.