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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 13

J. B. Heaton, N. G. Polson, J. H. Witte: Deep Learning for Finance: Deep Portfolios; Applied Stochastic Models in Business and Industry (ASMB), 33(1),  pp. 1-12, 2017; Key Words: Deep Learning, Machine Learning, Big Data, Artificial Intelligence, Finance, Asset Pricing, Volatility, Deep Frontier; http://ssrn.com/abstract=2838013.

By: jhw

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