A mathematician fascinated by the dynamics of strategic decision-making in large populations, both from a technical and a humanist perspective.
My work is centered on Mean Field Games (MFG), a field that combines insights from:
- Stochastic Control: Modeling individual decision-making under uncertainty.
- Partial Differential Equations (PDEs): Describing the evolution of the whole population.
- Game Theory: Analyzing strategic interactions between agents.
I believe mathematics can be a powerful lens for exploring classical questions in ethics. I draw inspiration from philosophy to ask how we can design systems that promote collective well-being.
My current side project, in collaboration with philosophers, is to adapt extended utilitarianism into mean field game frameworks. The goal is to build models that can explore the consequences of different ethical assumptions on a societal scale.
| Category | Topics |
|---|---|
| Quantitative Finance | Financial Derivatives • Market Microstructure • Macroeconomics |
| Numerical & Algorithmic | Structure-Preserving Methods • Optimization |
| Machine Learning | Deep Learning • Reinforcement Learning |
| Mathematical Foundations | Functional Analysis • Stochastic Analysis • Algebra |
| Programming | Python • Rust • HPC • Abstract Programming |
I'm always open to discussing new ideas at the intersection of mathematics, ethics, finance and economics. Feel free to reach out!