About me

I am a PhD Candidate at the CDT in Mathematics of Random Systems jointly run by the University of Oxford and Imperial College London, where I am supervised by Dr Eyal Neuman and Prof. Johannes Muhle-Karbe. Previously, I completed my bachelor’s and master’s studies at the University of Münster, complemented by academic visits to the National University of Singapore and Princeton University.

My research interests lie in the areas of mathematical finance and stochastic processes, with a particular focus on optimal trading, market microstructure and stochastic games. I explore these subjects through functional and stochastic analysis, as well as game theory.

Preprints

1. Nonparametric Estimation of Self- and Cross-Impact, with Natascha Hey and Eyal Neuman.
   Preprint, 2025. [arXiv | SSRN]
2. Stochastic Graphon Games with Interventions, with Eyal Neuman.
   Preprint, 2025. [arXiv | SSRN]
3. Fredholm Approach to Nonlinear Propagator Models, with Eduardo Abi Jaber, Alessandro Bondi, Nathan De Carvalho and Eyal Neuman.
   Preprint, 2025. [arXiv | SSRN]
4. Stochastic Graphon Games with Memory, with Eyal Neuman.
   Preprint, 2024. [arXiv | SSRN]
5. Optimal Portfolio Choice with Cross-Impact Propagators, with Eduardo Abi Jaber and Eyal Neuman.
   Preprint, 2024. [arXiv | SSRN]

Publications

1. The Mercer-Young theorem for matrix-valued kernels on separable metric spaces, with Eyal Neuman.
   Positivity 29, 35 (2025). [Article | arXiv]