About me

I am a quantitative researcher at White Oak Asset Management. Prior to that I was a postdoctoral researcher at the Research Center for Statistics of the University of Geneva under the supervision of Prof. Dr. Sebastian Engelke. I obtained my Doctorate from the Techical University of Munich under the supervision of Prof. Dr. Matthias Scherer. My current research interests include:

• Statistical model comparison
• Exchangeability and its application to non-parametric Bayesian survival analysis
• Statistical inference for Lévy processes
• Extreme value theory
• Use of machine learning in classical statistics.

News

• There is a new preprint on Graph structure learning for stable processes (12.01.2026)
• I have started my new job as a quantitative researcher at White Oak (17.11.2025)
• There is a new preprint KSD based composite goodness of fit tests and bootstrapping of degenerate U-statistics (26.10.2025)
• Our paper Distribution free MMD tests for model selection with estimated parameters has been accepted for publication in Journal of Machine Learning Research (18.05.2025)
• There is a new preprint Infinitely divisible priors for multivariate survival functions (13.02.2025)