About Me
Hi, my name is Philipp Plank! đź‘‹
I'm a PhD student at the Department of Mathematics at Imperial College London, supervised by
Dr. Yufei Zhang and
Dr. Eyal Neuman.
My research focuses on theory and applications of Multi-Agent Reinforcement Learning
combining the areas of Stochastic Control, Machine Learning, Mathematical Finance, and Game Theory. Currently, I am working on Learning in the setting of Graphon Mean Field Games.
My PhD is funded through the Roth Scholarship awarded by the Department of Mathematics, Imperial College London and the Excellence Scholarship awarded by the Provincial Government of Lower Austria.
Previously, I completed my master's degree in
Mathematical and Computational Finance
at the University of Oxford, St. Hugh's College with distinction
where I wrote my dissertation on "Adversarial Reinforcement Learning for Informed Trading", which was supervised by
Prof. Samuel Cohen. During my studies in Oxford,
I was generously supported through the Saven European Scholarship awarded by the University of Oxford
and the Excellence Scholarship awarded by the Provincial Government of Lower Austria.
Before moving to Oxford, I finished my bachelor's degree in
Financial and Actuarial Mathematics
at Vienna University of Technology with distinction during which I received the Early Student Award by the Austrian Mathematical Society.
Curriculum Vitae
Education
- PhD, Mathematics, Imperial College London,
October 2024 - ongoing
- MSc, Mathematical and Computational Finance, University of Oxford,
September 2023 - July 2024,
final grade: Distinction
- BSc, Financial and Actuarial Mathematics, Vienna University of Technology,
October 2020 - July 2023,
final grade: Distinction
- Grammar School, Konrad Lorenz Gymnasium Gänserndorf,
September 2011 - June 2019
Awards & Scholarships
- Excellence Scholarship, Provincial Government of Lower Austria,
June 2024, affiliated with PhD
- Roth Scholarship, Imperial College London,
February 2024, affiliated with PhD
- Merit-based Scholarship, Provincial Government of Lower Austria,
October 2023, affiliated with BSc
- Exellence Scholarship, Provincial Government of Lower Austria,
August 2023, affiliated with MSc
- Saven European Scholarship, University of Oxford,
June 2023, affiliated with MSc
- TU Wien TOP Fellow, Vienna University of Technology,
February 2023, affiliated with BSc
- Merit-based Scholarship, Vienna University of Technology,
December 2022/2023, affiliated with BSc
- Early Student Award, Austrian Mathematical Society,
September 2022, affiliated with BSc
Work Experience & Internships
- Imperial College London
Graduate Teaching Assistant - Department of Mathematics,
October 2024 - ongoing
- UNIQA Insurance Group
Intern - NatCat Competence Centre (Research & Development),
July 2023 - August 2023
- Vienna University of Technology
Academic Tutor - Institute of Discrete Mathematics and Geometry,
October 2022 - June 2023
- UNIQA Insurance Group
Intern - NatCat Competence Centre (Research & Development),
July 2022 - August 2022
- Finnoconsult
Digital Analyst Intern,
July 2021 - August 2021
- Raiffeisenlandesbank Niederösterreich-Wien
Intern - Restructuring,
July 2020
- Austrian Red Cross
Paramedic ("Compulsory Community Service"),
July 2019 - June 2020
- Vienna Stock Exchange
Intern - Listings & Indices,
August 2017/2018
Contact