Professor Dr. Thorsten Schmidt

Biography

Thorsten Schmidt is a Professor of Mathematical Stochastic at the University of Freiburg, appointed in the summer semester of 2015. He succeeded Professor Ernst Eberlein. From October 2017 to September 2019, he served as a Research Fellow at the Freiburg Institute for Advanced Studies, collaborating with the University of Strasbourg on the research project 'Linking Finance Insurance.' His research primarily focuses on three main areas: financial and actuarial mathematics, stochastic processes, and statistics. Recently, he has been engaged in machine learning methods, especially their applications in financial mathematics and the regulation of artificial intelligence. He aims to tackle complex challenges using advanced mathematical models, applying developed methodologies across diverse fields. Additionally, he is involved in projects within the Special Research Area 'Small Data,' where he combines stochastic methods with machine learning to make nonparametric estimates in medical research with limited data points per patient. He has received several awards for his contributions to finance and machine learning, including the IDA Award.

Research Interests

Experience

Awards