Chiheb Ben Hammouda

Aachen, North Rhine-Westphalia Ghana

Postdoctoral Research Scientist

Education

Research Scientist at RWTH Aachen University, and Ph.D. in Computational Mathematics, focusing on quantitative finance, uncertainty quantification, computational chemistry/biology. My research area lies in the interface of mathematical modeling, numerical analysis and simulation for i) Developing efficient numerical methods for pricing financial derivatives, and uncertainty quantification in option pricing: based on Monte Carlo (MC), multilevel MC, Quasi-MC, sparse grids, polynomial chaos expansion, Fourier, and deep learning methods. ii) Developing efficient simulation techniques for a robust estimation of statistical quantities for stochastic biological and chemical systems.