Research Interests:
Research Interests:
I am mostly interested in Optimal Transport theory, its statistical and machine learning applications, applied probability theory and statistics.
I am mostly interested in Optimal Transport theory, its statistical and machine learning applications, applied probability theory and statistics.
The Fundamental Theorem of Weak Optimal Transport, preprint on arxiv, 2025
Change of numeraire for weak martingale transport, preprint on arxiv, to appear in Stochastic Processes and their Applications (2025)
Unsupervised Learning – Kreditvergabe österreichischer Banken anhand Einzelkreditdaten entschlüsseln, in Statistiken – Daten und Analysen H1/24, Oesterreichische Nationalbank, 2024
The geometry of financial institutions - Wasserstein clustering of financial data, Mathematics and Financial Economics (2025)
Stochastic Integration beyond Standard Assumptions, master thesis 2021, supervisor: Josef Teichmann, [PDF]
A version of Komlos Lemma, bachelor thesis, 2019, supervisor: Mathias Beiglböck, [PDF]
12th Bachelier World Congress of the Bachelier Finance Society, Rio de Janeiro, BRA, 8th July - 12th July, 2024
Talk: The CN transformation for weak martingale transport, [PDF]
LMU Christmas Workshops 2023 in Stochastics and Finance , Munich, DE, 24th November, 2023
Talk: Wasserstein clustering of financial data
Meeting of the Austrian Mathematical Society, Graz, AUT, 18th September - 22nd September, 2023
Talk: The geometry of financial institutions - Wasserstein clustering of financial data
European Summer School on Financial Mathematics, Delft, NL, 04th September - 09th September, 2023, [PDF]
Talk: The geometry of financial institutions - Wasserstein clustering of financial data
Social Artifical Intelligence Night, St. Pölten, AUT, 24th March 2023
Talk: A k-means like algorithm for distributional data with missing coordinates, [PDF]
German Probability and Statistics Days 2023, Essen, DEU, 07th March - 10th March 2023
Talk: Clustering financial institutions based on Wasserstein distance, [PDF]
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]