Published more than 60 research articles in leading academic journals spanning stochastics, operations research, machine learning, econometrics, and financial economics. Co-author of several U.S. patents, some of which underpin commercial investment analytics systems. Recognized with multiple awards including the JP Morgan AI Faculty Research Award (2019), SIAM Financial Mathematics and Engineering Conference Paper Prize (2014).
Research Experience
On the Stanford faculty since 2005, held visiting positions at Cornell, UCLA, and the International Monetary Fund. Serves on the Governing Board and Scientific Advisory Board of the Consortium for Data Analytics in Risk and the Council of the Bachelier Finance Society. Founder and organizer of Stanford’s annual AI in Fintech Forum. Editor of Management Science (Finance Area) and Associate Editor for several leading journals.
Education
Received his doctorate in 2001 from Humboldt Universität zu Berlin where he was a fellow of the Deutsche Forschungsgemeinschaft.
Background
Professor of Management Science & Engineering at Stanford University. Founder and Director of Stanford's Advanced Financial Technologies Laboratory, Director of the Mathematical and Computational Finance Program, and a member of the Institute for Computational and Mathematical Engineering. His research sits at the intersection of technology and finance, focusing on risk intelligence, market oversight, and investment management.
Miscellany
Founded Infima Technologies, a venture-backed SaaS company delivering transformative AI solutions for fixed-income market participants, in 2020. Served as CEO before becoming Chief Scientist upon his return to Stanford. Also advises several venture-backed technology startups and has served as a consultant to banks, investment managers, software firms, government agencies, and supranational organizations.