About Me

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# Who am I?

My name is Frederik Fellenberg, and I am currently studying mathematics at the University of Stuttgart. My primary interest lies at the intersection of applied mathematics, data analysis, and quantitative research, always with the ambition to go beyond surface-level observations and develop a deeper understanding. In my previous work, I have focused extensively on quantitative financial mathematics. My bachelor’s thesis dealt with dynamic portfolio optimization and built a bridge between classical models (Markowitz, Basak & Chabakauri) and deep reinforcement learning. In doing so, I not only examined theoretical concepts but also implemented them in Python and tested them in self-developed simulation environments.

What excites me most is methodological depth: critically examining models, building my own environments, and approaching complex interconnections with an interdisciplinary mindset.

On this website, I present selected projects from my research and studies, along with an overview of the academic publications that have resulted from my collaborations.