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.
• Together with my team, our current research focuses on:
  • Advancing robust finance methods in infinite-dimensional models (PhD project with Diogo Sousa Franquinho).
  • Developing methods for hedging and trading in energy markets (PhD project with Konstantinos Chatziandreou).
• 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.