Background and activities
- TIØ4900 - Financial Engineering, Master's Thesis
- IØ8812 - Introduction to machine learning and AI methods with economic applications
- IØ8815 - Business Economics in the Era of Artificial Intelligence
- TIØ4140 - Project Evaluation and Financing
- TIØ4317 - Empirical and Quantitative Methods in Finance
- IØ8813 - Advanced course in economic applications of machine learning and AI
- TIØ4557 - Financial Engineering, Specialization Course
- IØ8814 - Agent-based modelling in the interface between economics and behavioral psychology
- TIØ4550 - Financial Engineering, Specialization Project
Scientific, academic and artistic work
- (2022) The solution to a differential-difference equation arising in optimal stopping of a jump-diffusion process. RevStat : Statistical Journal. vol. 20 (1).
- (2021) Capacity optimization of an innovating firm. International Journal of Production Economics. vol. 233.
- (2021) Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations. Journal of Economic Dynamics and Control. vol. 130.
- (2020) Technology adoption in a declining market. European Journal of Operational Research. vol. 285 (1).
- (2020) A novel methodology to classify test cases using natural language processing and imbalanced learning. Engineering Applications of Artificial Intelligence. vol. 95.
- (2019) sOrTES: A Supportive Tool for Stochastic Scheduling of Manual Integration Test Cases. IEEE Access. vol. 7.
- (2017) Analysis of the incremental loss in case of default events. 2nd International Conference on Computational Finance 2017 ; Lisbon. 2017-09-04 - 2017-09-08.
- (2017) On swap rate dynamics: to freeze or not to freeze?. International Journal of Computer Mathematics. vol. 94 (11).
- (2017) Analytical solution for an investment problem under uncertainties with shocks. European Journal of Operational Research. vol. 259 (3).