Sven Karbach

• I am an assistant professor for data-driven mathematical modelling and computing in finance at the University of Amsterdam.
• I am the program coordinator for the Stochastics and Financial Mathematics (MSc) at the University of Amsterdam. For questions, please contact me.
• I am affiliated with:
  • the Stochastics group at the Korteweg-de Vries Institute;
  • the Computational Science Lab (CSL) at the Informatics Institute;
  • and part of the AI4Fintech initiative.
• My current research focuses on the development of function-valued stochastic volatility models and non-parametric stochastic methods in finance. Specifically, I use stochastic (partial) differential equations to model market dynamics and develop approaches for optimal portfolio allocation within these markets.
• I recently received a research grant of €25,000 to work on "Deep Spatio-Temporal Hedging for Weather and Climate Risk Mitigation in Renewable Energy Markets" [Read more]
• Together with Simon Trimborn, I received a €35,000 grant for our project on "Risk Networks of Renewable Energy Markets". [Read more]
• You can find a short CV here and a list of publications here.