Nils Detering

Nils Detering is an Associate Professor in Mathematical Finance at the Department of Statistics & Applied Probability, University of California, Santa Barbara. He also serves as the Undergraduate Diversity, Equity, and Inclusion Officer. His research focuses on three core areas: financial systemic risk (analyzing default contagion and systemic stability using random graphs), infinite-dimensional stochastic analysis (modeling energy markets via SPDEs and neural networks), and machine learning for finance (developing functional neural networks for derivative pricing).

He holds a PhD in Mathematics and has published extensively in top journals like Finance & Stochastics and SIAM Journal on Financial Mathematics. His work includes groundbreaking contributions such as the best paper award at the 3rd ACM International Conference on AI in Finance for reinforcement learning in banking systems. He teaches advanced courses including stochastic processes, probability theory, and financial modeling.

Key research themes include systemic risk mitigation, energy market dynamics, and applications of machine learning in functional spaces. He collaborates with institutions like NYMEX, CME, and NordPool, and his work bridges theoretical stochastic analysis with practical financial modeling challenges.