Courses

Fall 2024: Calculus and linear algebra, Lecture and tutorial, BA/BSc at University College Utrecht

Fall 2022 - 2024: Seminar on neural networks in Finance, Lecture and Tutorial, MSc in Mathematical Sciences, Utrecht University
Students can find the webpage of the course at: https://github.com/balintnegyesi/2024-neural-networks-and-finance

Fall 2021 - 2023: Stochastic calculus, Tutorial, MSc in Applied Mathematics, TU Delft

Fall 2022 - 2023: Perturbation and variational methods for partial differential equations, Tutorial, MSc in Applied Mathematics, TU Delft

2013 - 2015: Algebra 1-2, Advanced Microeconomics 1-2, Teaching assistance, Corvinus University of Budapest

Supervision

MSc

2024 Lisanne van Wijk (UU): On Stochastic Control Theory for Dynamic Carbon Emission Reduction

2023 Stijn Vermuelen (UU): Solving Stochastic Optimal Control Problems Using Fully Coupled FBSDEs: and its applications to Pension Funds

BSc

2023 Jord van Eldik (UU): Lookback Option Pricing with the COS Method

2022 Martijn Brouwer (UU): Applying Physics-informed Neural Networks to Chaotic Nonlinear Systems of Ordinary Differential Equations