Ongoing research · Aarhus University & Aros Commodities
Developed pure-jump models of intraday electricity prices, combining Hawkes processes, auction effects, and calibrated jump distributions. Used high-frequency quote analysis and stochastic control to study optimal liquidation.
PhD research · Aarhus University
Developed stochastic models of networks with group interactions. Combined probabilistic limit theorems, Python/C++ Monte Carlo simulation, and statistical tests on empirical scientific collaboration networks.
Industrial research · Bosch
Developed Gaussian regression models to predict road users’ trajectories and quantify uncertainty. Connected Python prototyping, C++ implementation, and empirical validation in safety-critical automated-driving systems.