Junior Parfait Ngalamo
University of Verona
Co-supervision with Alessandro Gnoatto.
Teaching & supervision
My teaching and supervision span stochastic calculus, numerical methods, and machine learning in finance.
PhD supervision
Courses & lectures
Stochastic Calculus
Chalmers University of Technology
Upcoming guest lecture on stochastic control in the master’s course.
Financial Mathematics
University of Verona
Guest lecturer on numerical methods for BSDEs in the PhD course.
Stochastic Calculus
Chalmers University of Technology
Guest lecture on stochastic control in the master’s course.
Seminar Series on Machine Learning in Finance
Utrecht University
Lecturer and assignment supervisor.
Seminar Series on Machine Learning in Finance
Utrecht University
Lecturer.
Mathematics courses
Chalmers University of Technology & University of Gothenburg
Teaching assistant in several mathematics courses.
Master’s thesis supervision
Deep coupled BSDE methods for fictitious games
Bekir Fazlija & Benjamin Jonsson
Chalmers University of Technology & Saab AB Radar Solutions
Co-supervision with Per Ljung.
Stochastic Calculus for Fractional Brownian Motion
Nicky Zaugg
Utrecht University
Co-supervision with Cornelis W. Oosterlee.
Signature-based model recognition in financial time series
Iris Kojiman
TU Delft
Co-supervision with Cornelis W. Oosterlee.
A Novel Method for Solving High-Dimensional Backward Stochastic Differential Equations Using Malliavin Calculus and Deep Learning
Bálint Négyesi
TU Delft
Co-supervision with Cornelis W. Oosterlee.