CV

working on mathematical and statistical foundations of scientific machine learning for partial differential equation

supervised by Prof. Sven Wang

supported by German Research Foundation - SPP “Theoretical Foundations of Deep Learning”

Focus on stochastic analysis, (stochastic) partial differential equations, nonparametric statistics and mathematical foundations of deep learning

Master’s thesis on: “Fluctuations in Long-Range Interacting Particle Systems and Energy Solutions of Fractional SPDEs”, supervised by Prof. Nicolas Perkowski (FU Berlin), in collaboration with P. Goncalves and P. Cardoso

Focus on Differential Geometry, Numerical PDEs and Machine Learning, Continuous Optimization

Focus on Partial Differential Equations, Calculus of Variations and Stochastic Processes

Bachelor’s thesis on: “Mosco Convergence of Quadratic Dirichlet Forms”, supervised by Prof. Anna Dall'Acqua

Research Project on Low-Rank Nonparametric Density Estimation and Sequential Variational Auto Encoders for EEG-MEG data

Teaching Assistantship: Graded weekly assignments and exam for the lectures Deep Learning 1 and 2

Financial Data Processing: Built data pipelines for millions of portfolio loans in Python and developed regression and tree-based time series forecasting models used for internal stress testing and risk calculations purposes

Quantitative Research: Developed novel entropy-based method to determine alternate credit default timestamps, established new metrics for model quality quantification, integrated them into the existing projection models and calibrated them to create new portfolio models

Model Validation & Recalibration: Implemented Monte-Carlo based resampling methods for stability analyses and recalibrated internal risk forecasting models

Led tutorials for 30 students in the Mathematical Training Camp, contributing to curriculum development for a three-week preparatory course

Led Tutorials graded assignments and exams for groups of up to 20 students in Linear Algebra, Real and Complex Analysis, Measure Theory, Probability Theory and Statistics and Differential Equations