Jan_Head_Bej_Jan18 small

Dr Jan Hendrik Witte

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.

Publication 12

J. B. Heaton, N. G. Polson, J. H. Witte: Deep Portfolio Theory; Key Words: Deep Learning, Artificial Intelligence, Efficient Frontier, Portfolio Theory; https://arxiv.org/abs/1605.07230.

By: jhw

Leave a Reply

Your email address will not be published. Required fields are marked *

You may use these HTML tags and attributes: <a href="" title=""> <abbr title=""> <acronym title=""> <b> <blockquote cite=""> <cite> <code> <del datetime=""> <em> <i> <q cite=""> <strike> <strong>