GONON

Previously, I obtained my doctoral degree from ETH Zürich, was a postdoctoral researcher at University of St. Gallen and an assistant professor at University of Munich... My research is at the intersection of mathematics, machine learning and finance. It centers around various machine learning methods (deep learning, reservoir computing, random features, kernel methods, ...) and their applications to stochastic processes, partial differential equations and mathematical finance. This encompasses... applying and refining these methods or developing novel methods for practically important applications (for example hedging or financial bubble detection)