Sven Karbach
- I am an assistant professor for data-driven mathematical modelling and computing in finance at the University of Amsterdam, and the coordinator for the Stochastics and Financial Mathematics Master Program. 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.
- Ongoing PhD projects I supervise:
- Robust finance in infinite-dimensional models — with Diogo Sousa Franquinho.
- Hedging and trading in energy markets — with Konstantinos Chatziandreou.
- Machine learning for high-frequency financial time-series — with Gianmarco Morbelli.
- 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.
A side project — World Cup 2026 odds & simulation dashboard
For fun, I scraped the official draw, built a Monte‑Carlo simulator of the full 48‑team tournament, and calibrated team strengths from several sources — live bookmaker odds (a multi‑book median consensus), the betting exchange, an Elo model, the FIFA ranking, and squad transfer values. The dashboard compares what each system implies for the title race and the edge versus the market. Pick a model, search a team, or sort the table. Open the full dashboard ↗
Probabilities are Monte‑Carlo estimates from 10,000 simulated tournaments per model, built with a small Python engine. The dashboard is a single self‑contained file.