I am a Professor of Mathematics at BI Norwegian Business School, where I lead the AMOR – Center for Applied Mathematics and Operations Research. My research lies at the intersection of stochastic analysis, dynamical systems, functional analysis, and machine learning, with a strong focus on applications in operations research, economics, and finance.

Currently, my work focuses on mathematical and statistical problems in operations research related to the retail industry. Through the "Smart Matflyt" (Smart Food Flow) project, a part of AMOR Retail, I lead an interdisciplinary initiative to develop advanced models for forecasting, optimal pricing, and optimizing supply chains and logistics in the food retail sector.

Previously, I co-led the Signatures for Images project together with Prof. Kurusch Ebrahimi Fard at the Centre for Advanced Study (CAS) in Oslo, an international initiative aimed at advancing the mathematical understanding of image-type data through iterated integral signatures. This project brought together experts in stochastic analysis, combinatoric algebra, geometry, and applied mathematics to develop novel frameworks for studying complex visual and structured data.

At BI, I work to advance interdisciplinary research and the role of applied mathematics in solving real-world challenges. As the director of AMOR, I am particularly interested in understanding research challenges faced by industry and exploring how mathematical modeling, optimization, and AI-driven decision-making can help address them.

Beyond research, I teach courses in the quantitative disciplines at BI. I am also interested in supervising master’s students, so please feel free to contact me if you are interested in writing a thesis with me.

Research Interests: 

• Stochastic Analysis

• Financial Mathematics

• Operations Research

• Risk Management

• Rough Paths and Signatures and connections with Data Science

Current topics that I am working on

• Demand forecasting and optimal pricing in food retail industry. 

• Stochastic overlapping generations models in incomplete markets

• Universality of signatures and Volterra signatures

• SigSDEs and applications