Michael Samet is a PhD student at the chair of Mathematics for Uncertainty Quantification at RWTH Aachen University in Aachen, Germany. He earned his master’s degree in Applied Mathematics and Computational Sciences at the King Abdullah University of Science and Technology (KAUST) in Thuwal, Saudi Arabia, in 2023. Prior to that, he obtained the National Degree in Engineering at École Polytechnique de Tunisie in Tunis, Tunisia, in 2021.
Michael’s research focuses on the design of numerical methods for uncertainty quantification, particularly in the field of computational finance. His work involves the development of efficient quadrature methods for Fourier-based approaches, addressing high-dimensional problems in finance, such as pricing. His pursuits extend to the modeling and design of numerical methods for stochastic optimal control problems with application to optimal trading strategies in energy markets.
