Welcome to my academic website. I am an honorary research associate in mathematics at University College London (UCL). I hold a DPhil in mathematics from the University of Oxford and a Diplom in mathematics from RWTH Aachen University.
I am a member of the London Mathematical Society (LMS), the American Mathematical Society (AMS), and the Swiss Mathematical Society (SMS).
My research interests focus on numerical mathematical finance. I have a particular interest in deep learning (DL) and artificial intelligence (AI) in finance.
J. B. Heaton, N. G. Polson, J. H. Witte: Deep Learning in Finance; Key Words: Deep Learning, Machine Learning, Big Data, Articial Intelligence, LSTM Models, Finance, Asset Pricing, Volatility; http://arxiv.org/abs/1602.06561.