Nils Detering

Prof. Nils Detering is a Professor at the Chair of Financial and Actuarial Mathematics at Heinrich Heine University Düsseldorf. He previously held a tenure-track Associate Professor position at the University of California, Santa Barbara. His research focuses on systemic risk in financial systems, energy market modeling, and machine learning applications in finance. He has contributed over 20 peer-reviewed articles in top journals like Finance & Stochastics and SIAM Journal on Financial Mathematics.

Education: PhD in Finance from Frankfurt School of Finance & Management and a Mathematics undergraduate degree from Georg-August University Göttingen. His work bridges stochastic analysis, random graph theory, and financial engineering.

• Key Research Areas: Systemic Risk, Energy Markets, Machine Learning in Finance, Random Graphs
• Teaching: Probability Theory, Stochastic Processes, Financial Mathematics courses at both undergraduate and graduate levels.

Publications highlight methodological innovations in operator learning, reinforcement learning for financial systems, and quantitative risk management frameworks. His 2022 paper on reinforcement learning for banking networks earned a best paper award at the ACM International Conference on AI in Finance.

Current affiliations include leading academic initiatives at HHU and collaborating on interdisciplinary projects combining mathematical finance with computational methods.