Projects & collaborations
Funded initiatives, doctoral research projects, and collaborative programmes connecting stochastic numerics with finance, energy, climate, and biochemical systems.
Funded initiatives
Roles and dates are shown explicitly, with links to the programme or initiative and to the related research direction.
Research collaboration & doctoral co-supervision
A doctoral research project developing data-driven stochastic models and computational control methods for renewable generation, intraday energy trading, and decision-making under uncertainty.
Research collaboration & doctoral co-supervision
A doctoral project connecting stochastic optimal control, learning, Markovian projection, and variance reduction to automate importance sampling for stochastic reaction networks.
Co-organizer
A four-day workshop connecting mathematical finance, machine learning, sustainable finance, and FinTech through scientific talks, mini-courses, industry sessions, and collaborative discussion.
Collaborative research
Collaborations on Fourier methods, quasi-Monte Carlo, multilevel approximation, rough volatility, derivatives valuation, and multivariate risk.
Explore research 02Research connecting stochastic control, forecasting, renewable-energy markets, scientific machine learning, and climate-risk decisions.
Explore research 03Joint work on simulation, rare-event estimation, filtering, dimension reduction, and automated importance sampling for biochemical systems.
Explore research 04Learning transformations, reduced representations, parameters, forecasts, and controls while retaining numerical structure and quantifiable reliability.
Explore researchConnected record