Dr. Hammouda (RWTH) visits KAUST to collaborate with the StochNum Research Group

1 min read · Thu, Jan 26 2023

Between the 10th and 24th of January, 2023, the StochNum Research Group hosted Dr. Chiheb Ben Hammouda, a postdoctoral fellow at the Alexander von Humboldt Mathematics for Uncertainty Quantification Chair in RWTH-Aachen/Germany, and a former Ph.D. student of Professor Raul Tempone at KAUST.

During his visit, Dr. Hammouda, in collaboration with Prof. Tempone, worked directly with the group's students and researchers.

With MS/Ph.D. student Michael Samet, they worked on a new project on developing new Fourier techniques for pricing financial derivatives and risk management. He also collaborated with Ph.D. student Eliza Rezvanova and Dr. Erik Von Schwerin on the Stochastic Optimal Control of renewable energy project. Finally, Dr. Ben Hammouda started a new project with MS/Ph.D. Saifeddine Ben Naamia related to optimal trading strategies in Energy markets.