Homepage of Achref Bachouch

Achref Bachouch

Senior lecturer in Applied Mathematics

Mälardalen University

School of Education, Culture and Communication (UKK)/

Division of Mathematics and Physics

achref.bachouch@mdu.se

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.