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.
- Masterclass in Business Analytics
- Financial Mathematics 3
- Computing and Data Analysis with Excel
- 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)