Marcel Stozir

PhD Student in Statistical Applied Mathematics, University of Bath.

Job Title:
Integrated PhD Statistical Applied Mathematics.
Institute:
Dept of Mathematical Sciences, University of Bath.
Research Interest:
Stochastic optimal control, complexity theory, sequential decision making and Reinforcement Learning.

I am an EPSRC funded PhD student in Statistical Applied Mathematics at the University of Bath as part of the SAMBa programme, expected to graduate in 2024.

Earlier, I completed a MSc Mathematics degree with a minor in Informatics at the University of Cologne, graduating with First Class Honours in 2020. During my BSc programme in Mathematical Economics at the University of Mannheim (First Class Honours, 2018) I also spent one semester at the University of Florida in 2016. Through my master's thesis on typical distances in scale-free random networks, I supported a research group in their analysis of spatial networks.

Whilst my interests in Mannheim solely revolved around the theory of stochastic processes, a subsequent internship at a risk-consultancy firm sparked my fascination of financial mathematics as well as time-series analysis and machine learning. In this role, I supported the conception and implementation of a prediction algorithm of EEX spot market prices for a multinational energy company.

Outside of my studies, I am a passionate tennis player who accumulates scuba diving and kickboxing trainer licenses.