Florian Huber
Post-doc
University of Vienna
Biography
I am a post-doc researcher in the group of Christa Cuchiero. My research is based on the fields of SPDEs and interacting particle systems.
Download my CV .
Interests
- SPDEs
- Interacting particle systems
- Rough Paths
- Stochastic Analysis
Education
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Dr.techn./PhD in Technical Mathematics, 2018 - 2022
TU Vienna
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Dipl.-Ing./MSc. in Technical Mathematics, 2016 - 2017
TU Vienna
-
BSc in Technical Mathematics, 2011-2016
TU Vienna
-
BA in Global Business and International Relations, 2009-2011
International University Vienna / Graduate School of Business Studies Belgrade
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Exchange, 2016
KTH Stockholm
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Exchange, 2009
Harvard University
Recent Publications
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(2022).
Global martingale solutions for stochastic Shigesada-Kawasaki-Teramoto population models.
arXiv:2202.12602.
(2021).
Global martingale solutions for quasilinear SPDEs via the boundedness-by-entropy method.
Annales de lInstitut Henri Poincare, Probabilites et Statistiques, 57(1).
(2021).
On the equivalence of pathwise mild and weak solutions for quasilinear SPDEs.
Stochastic Analysis and Applications, 39(5).
Teaching
University of Vienna
Computational Statistics
- Lecture, Lecturer (Summer 2023) Personal course page
Statistics 1
- Lecture, Lecturer (Summer 2023)
Rough Paths
- Lecture, Lecturer (Winter 2022) Personal course page
Probability theory
- Exercise class, Exercise Tutor (Winter 2022)
Mathematics 1
- 2 Exercise classes, Exercise Tutor (Winter 2021)
TU Vienna
Computational finance
- Exercise class, Exercise Class Organiser/Leader, (Winter 2020)
- Exercise class, Exercise Class Organiser/Leader, (Winter 2018)
Projects
Densities and Rough Paths
Particle Systems and Market Capitalizations
SPDEs and Limit Orders
Volterra Signature Kernels
Academic Services
Events
2019
- Conference Co-Organiser of the Symposium ViZuS - Vienna-Zurich Symposium for young researchers in Financial Mathematics and related fields.
Reviewing activities for
- Stochastic Processes and Applications
- Stochastics
- Mathematical Finance
Experience
Research Assistant Post-doc(FWF)/University Lecturer
University of Vienna
Research Assistant Prae-doc
University of Vienna
Research Assistant Prae-doc
TU Vienna
Skills
Programming languages
- Python (Advanced)
- Matlab (Intermediate)
- R (Basic)
- C (Basic)
Machine learning frameworks
- Tensorflow/Keras, PyTorch, scikit-learn
Finite element simulation
- Fenics
Languages
- German (native)
- English (fluent)
- Italian (Intermediate)
- Swedish (Beginner)
Accomplishments
AI for Trading Nanodegree
See certificate
Contact
- fhuber 'at' univie.ac.at
- Kolingasse 14-16, Vienna, 1090