There is a PhD position on offer within the research group of Ariel Neufeld at the Division of Mathematical Sciences at NTU Singapore.
The research focuses on:
- stochastic optimal control
- model uncertainty in finance and distributionally robust optimization (DRO)
- financial and insurance mathematics
- machine learning algorithms (for example for PDEs), their convergence rates and complexity analysis, and their applications in finance and insurance
If you are interested in the position, please send your CV to the email address: firstname.lastname@example.org