Marah Thormann

Marah Thormann is a researcher at the University of Southampton affiliated with the Centre for Operational Research, Management Science and Information Systems (CORMSIS) within the Southampton Business School. Her work bridges mathematical optimization and financial applications.

Her primary research interests focus on Difference of Convex Functions Programming, Machine Learning techniques, Robust Regression methods, and Outlier Detection algorithms. These areas converge in her work on financial optimization problems where traditional methods face limitations with complex risk constraints.

Her recent publication demonstrates how DC programming techniques can effectively solve Value-at-Risk constrained portfolio optimization problems, representing an innovative approach to financial risk management. This work shows particular strength in handling non-convex constraints that traditional quadratic programming methods struggle with.

As a member of CORMSIS, she contributes to the center's mission of advancing operational research methodologies with practical applications in business and finance. Her research appears particularly relevant to quantitative finance teams and risk management departments seeking more sophisticated optimization tools.