I am a PhD student under the supervision of Prof. Dr. Michael Kupper.
I mainly study topics related to distributional uncertainty, including numerical approaches, duality and asymptotics. At the moment most of my work is related to (martingale) optimal transport. More generally, I am am interested in many areas, mainly related to stochastics, optimization, finance and game theory.
Robust risk aggregation with neural networks (joint work with Michael Kupper and Mathias Pohl)
Computation of optimal transport and related hedging problems via penalization and neural networks (in Applied Mathematics and Optimization, joint work with Michael Kupper)
Extended Laplace Principle for Empirical Measures of a Markov Chain (Forthcoming in Advances in Applied Probability)
All current teaching can be accessed through ILIAS.
I am currently working at the chair of Prof. Dr. Michael Kupper.
Formerly I worked as a teaching assistant for Prof. Dr. Stefan Volkwein (Analysis).