Marko Hans Weber

Marko Hans Weber is an Assistant Professor in the Department of Mathematics at the National University of Singapore (NUS), conducting research at the intersection of applied mathematics, finance, and quantum physics. His institutional affiliation is centered within NUS's mathematical sciences division at Level 4, Block S17, 10 Lower Kent Ridge Road, Singapore.

His primary research interests span three core domains:

• Applied mathematics with focus on stochastic modeling and optimization
• Banking and finance, particularly systemic risk and portfolio theory
• Quantum physics applications in financial systems

His work addresses critical challenges in financial market stability, including nonlinear price impact mechanisms, fire-sale spillovers, and equilibrium dynamics under unhedgeable risk.

Analysis of his 9 recent publications (2017-2025) reveals a dominant focus on mathematical finance, with 80% of articles appearing in top-tier journals like Management Science and Journal of Economic Theory. Key thematic trends include systemic risk quantification (5 articles), portfolio optimization under market frictions (3 articles), and liquidity management mechanisms (2 articles). His research consistently integrates advanced stochastic calculus with real-world financial phenomena, particularly examining nonlinear feedback loops between investor behavior and market shocks.

Dr. Weber's research program has received substantial funding through the NUS Start-Up grant (A-0004587-00-00) and Singapore Ministry of Education Tier 1 grant (A-8000966-00-00), supporting his investigations into market microstructure and systemic vulnerability. His collaborative network includes prominent researchers such as Agostino Capponi, Paul Glasserman, and Paolo Guasoni across multiple high-impact publications.