Thomas Kruse appointed as new professor für Uncertainty Quantification and Risk Analysis

10.10.2022|11:56 Uhr

Since September 2022, Thomas Kruse is the new professor for Uncertainty Quantification and Risk Analysis. He strengthens IMACM as an expert in Monte Carlo methods, financial mathematics, stochastic analysis, stochastic control theory and machine learning.

The newly established professorship for Uncertainty Quantification and Risk Analysis has been filled by 01.09.2022. We are pleased to have Thomas Kruse as an excellent expert in the stochastic and numerical treatment of probelms in uncertainty quantification and risk analysis.

Thomas Kruse studied mathematics at the University of Bonn, where he also received his PhD in 2014. His dissertation was awarded the international Nicola Bruti Liberati Prize for the best dissertation in financial mathematics. As a postdoctoral researcher, he conducted research at the Laboratoire de Mathématiques et Modélisation d'Evry (France) and at the Faculty of Mathematics at the University of Duisburg-Essen. Before coming to Wuppertal, he was a professor at the Justus Liebig University in Giessen.

He brings to Wuppertal a project within the DFG Priority Program SPP 2298 "Theoretical Foundations of Deep Learning" on the topic: Deep neural networks overcome the curse of dimensionality in the numerical approximation of stochastic control problems and of semilinear Poisson equations.