Maximiliano Hertel

Research interests

• data-driven prediction of nonlinear systems in the Koopman framework
• stochastic Koopman operator approximation

Research projects

• KI-gestützte Analyse, Modellbildung und Synthese (Design) von Organoiden (Carl Zeiss)

Short CV

I received my Bachelor’s degree in Mathematics from Technische Universität München in 2020 and my Master’s degree in Business Mathematics from Technische Universität Ilmenau in 2024. In my master’s thesis [1] under supervision of Thomas Hotz, I covered the topic “A Fourier estimator for asset volatility estimation“. Now, still in Ilmenau, I pursue a Ph.D. in Mathematics in the Optimization-based Control group supervised by Karl Worthmann. My research focuses on data-based prediction of dynamical systems with a specific focus on time series data and stochastic systems.

References

[1] Maximiliano Hertel. Ein Fourier-Schätzer für die multivariate Volatilität von Handelsobjekten, 2024.