Talk - Stochastic Random Connection Models

Nov 13, 2024 · 0 min read
Date
Nov 13, 2024 5:00 PM — 6:00 PM
Event
Stochastics Seminar
Location

TU Braunschweig

2 Universitätsplatz, Braunschweig, 38106

events
Péter Juhász, PhD
Authors
Quantitative Researcher
Quantitative Researcher with a PhD in Mathematics, specializing in stochastic modeling, machine learning, and predictive systems for financial markets. Experienced in probabilistic modeling, Monte Carlo simulation, uncertainty quantification, and statistical validation for data-driven decision-making. Currently developing intraday energy-market price prediction models and optimal liquidation strategies using machine learning, functional data analysis, and stochastic differential equations. Interested in market prediction problems where model quality is directly reflected in trading performance and PnL.