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School of Mathematical Sciences

Dr Linus Wunderlich

Linus

Lecturer in Financial Mathematics

Email: l.wunderlich@qmul.ac.uk
Room Number: MB-B15
Website: http://www.maths.qmul.ac.uk/~wunderlich/

Profile

Linus' research combines machine learning with numerical techniques in mathematical finance. Before his appointment as Lecturer in Financial Mathematics, he was PDRA in the EPSRC-funded project "Deep Learning Reduced Basis Method for High-Dimensional Parametric Partial Differential Equations in Finance" led by Kathrin Glau.

Teaching

Past teaching:

  • Masterclass in Business Analytics
  • Financial Mathematics 3
  • Computing and Data Analysis with Excel

Research

Research Interests:

  • Numerical methods in finance
  • Modern numerical techniques (e.g. isogeometric mortar methods)
  • Application of machine learning techniques for the numerics of PDEs (e.g. Deep Galerkin Methods)