Dr. Chiheb Ben Hammouda

Biography

Chiheb Ben Hammouda is an Assistant Professor at the Mathematical Institute of Utrecht University. He previously served as a Postdoctoral researcher at RWTH Aachen University in Germany from 2020 to 2023. He obtained his PhD in Applied Mathematics and Computational Science from KAUST in 2020. His research is application-driven, focusing on several advanced methodologies, including numerical machine learning methods, quantitative finance with an emphasis on pricing financial derivatives, and risk management. He also explores optimal control reinforcement learning, particularly in hybrid renewable systems and power management within energy markets. His work addresses forward and inverse problems in stochastic reaction networks, with applications in biochemical systems and epidemiology. Ben Hammouda employs a variety of research techniques, such as Monte Carlo methods, multilevel Monte Carlo simulations, Quasi-Monte Carlo methods, and stochastic optimal control, to effectively tackle complex problems in scientific computing and uncertainty quantification.

Research Interests

Experience