Hi, I'm Mathis Moerke.
I am an International Postdoctoral Fellow at the University of St.Gallen. I have obtained my PhD in finance from the University of St.Gallen. I earned my Master's degree in Quantitative Finance at the ETH Zurich and University of Zurich, Switzerland. Before starting my PhD, I was a quantitative researcher for an asset management boutique and quantitative risk consultant.
My primary research interests are asset and derivatives pricing and machine learning. My research has been published in The Review of Financial Studies, among others, and has been presented at leading academic conferences such as the WFA or SFS Cavalcade.