معرفی
Sven Karbach is an Assistant Professor for Data-Driven Mathematical Modelling and Computing in Finance at the University of Amsterdam. He coordinates the Stochastics and Financial Mathematics Master Program and is affiliated with the Stochastics group at the Korteweg-de Vries Institute, Computational Science Lab (CSL) at the Informatics Institute, and the AI4Fintech initiative.
Education:
- BSc Mathematics, University of Wuppertal (2013-2016)
- MSc Mathematics, University of Wuppertal (2016-2018)
- Doctor of Mathematics, University of Amsterdam (2018-2022)
Research Focus:
- Robust finance methods in infinite-dimensional models
- Hedging and trading in energy markets
- Deep Spatio-Temporal Hedging for climate risk mitigation
- Stochastic volatility and covariance modeling
- Renewable energy market risk networks
Recent Article Trends include applications of affine processes in Hilbert spaces, measure-valued CARMA models for energy markets, and spatio-temporal hedging techniques. His work bridges mathematical rigor with practical AI integration in fintech.
Scientific Awards & Grants:
- Barmenia mathematics award (2017, 2019)
- Deutschlandstipendium (2015–2016, 2016–2018)
- €25,000 grant for 'Deep Spatio-Temporal Hedging'
- €35,000 joint grant with Simon Trimborn for 'Risk Networks of Renewable Energy Markets'
Students include PhD candidates Diogo Sousa Franquinho and Konstantinos Chatziandreou. His research team explores advanced mathematical frameworks for sustainable energy finance.
