About Me

I am interested in freelance work on quantitative engineering projects.
Feel free to let me know of any suitable challenge!

(Applied) Mathematics

• Lecture Notes on Probability Theory [pdf-a4] [pdf-letter]
• Lecture Notes on Advanced Probability Theory [pdf]
• Lecture Notes on Topology (German) [pdf-a4]
• Seminar Slides on Martingales and Their Application in Computing
  [pdf-screen] [pdf-a4] [pdf-letter]

Software

• Energy Market Data Dashboard for Reserve Capacity [website]
• Fast sampling of the G(n, m)-model of Erdős–Rényi random graphs. [github]
• MATLAB implementations of the simplex method, dual simplex method and sensitivity analysis for linear programming [github]
• mdp: A Python data processing framework [github]
• pyfunctionbases: An experimental Python module for computation of multi-dimensional arrays of orthogonal functions based on NumPy [github]
• Python tools for benchmarking gradient-free optimization methods on optimal control problems [github]
• Global quasi-Newton method for optimization [github]
• Approximate and optimize sums of bivariates (NP-equivalent) [github]