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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/
Office Hours: Friday, 2:30-3:30pm (online via MS Teams)

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)
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