About Me

I am an external Ph.D. student affiliated with the Chair of Responsible Data Science under the supervision of Prof. Dr. Kasneci. I am currently a junior researcher for safe and reliable machine learning methods in safety critical applications at the Federal Institute for Occupational Safety & Health (BAuA) in Dresden. I obtained my masters in mathematics at TU Chemnitz. Prior to my current role, I gained professional experience at KPMG, where I primarily focused on risk management and valuation of derivatives.

Research Interest

I am focused on robust online machine learning for time series, which bridges interesting topics from online convex optimization, distributional robust optimization, stochastic optimization, and Game Theory. There are several useful real-world applications not only for big data, but also sequential problems (Change-Point detection, portfolio selection, online advertising, etc.). Furthermore, I am interested in feature extraction methods, to gain information from high dimensional data, and robust hypothesis testing.