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Institute of Applied Data Science



"Using neural networks for high-dimensional problems in computational finance: The deep parametric PDE method." with Dr Linus Wunderlich

Image: Dr Linus Wunderlich
Dr Linus Wunderlich

Date: 15 April 2021   Time: 11:00 - 12:00

The Institute of Applied Data Science welcomes Dr Linus Wunderlich, Postdoctoral Research Assistant at School of Mathematical Sciences, Queen Mary University of London.

Linus' research combines machine learning with numerical techniques in mathematical finance. He is PDRA in the EPSRC-funded project "Deep Learning Reduced Basis Method for High-Dimensional Parametric Partial Differential Equations in Finance" led by Kathrin Glau. Before joining QMUL in 2018, he was PhD student and post-doc at the Technical University of Munich. Linus' research interests include: numerical methods in finance, modern numerical techniques (e.g. isogeometric mortar methods), application of machine learning techniques for the numerics of PDEs (e.g. Deep Galerkin Methods).

Join us at 11am via the Zoom channel

Location:  Webinar via Zoom
Contact:  Dr Gareth Tyson