Research Interests:
I am mostly interested in Optimal Transport theory, its statistical and machine learning applications, applied probability theory and statistics.
Publications:
The geometry of financial institutions - Wasserstein clustering of financial data, preprint on arxiv, 2023
Stochastic Integration beyond Standard Assumptions, master thesis 2021, supervisor: Josef Teichmann, [PDF]
A version of Komlos Lemma, bachelor thesis, 2019, supervisor: Mathias Beiglböck, [PDF]
Attended Conferences and Talks:
10th Austrian Stochastics Days, Vienna, AUT, 08th September - 09th September 2022
Talk: Clustering financial institutions based on Wasserstein distance, [PDF]17. Doktorand:innentreffen der Stochastik, Klagenfurt, AUT, 03rd August - 05th August 2022
Talk: Clustering financial institutions based on Wasserstein distance, [PDF]PIMS- IFDS- NSF Summer School on Optimal Transport in Seattle, WA, 19th June - 01st July 2022
Talk: Clustering financial institutions based on Wasserstein distance, [PDF]Stochastic Games and Martingale Optimal Transport in Milan, ITA, 05th May - 06th May 2022
German Probability and Statistics Days 2023, Essen, DEU, 07th March - 10th March 2023
Talk: Clustering financial institutions based on Wasserstein distance, [PDF]Social Artifical Intelligence Night, St. Pölten, AUT, 24th March 2023
Talk: A k-means like algorithm for distributional data with missing coordinates, [PDF]European Summer School on Financial Mathematics, Delft, NL, 04th September - 09th September, 2023, [PDF]