Dr. Chiheb Ben Hammouda is currently an Assistant Professor in the Mathematical Institute at Utrecht University. Prior to that, he served as a Postdoc within the Chair of Mathematics for Uncertainty Quantification at RWTH Aachen University in Germany, from 2020 to 2023. He obtained his PhD in Applied Mathematics and Computational Science in 2020 from KAUST.

His research integrates numerical analysis, mathematical (stochastic) modeling, and the development and implementation of computational simulation methods for solving engineering and science problems. His work is application-driven, targeting areas such as:

- Quantitative finance (e.g., efficient pricing of financial derivatives,...).

- Stochastic reaction networks for modeling biological/chemical systems and epidemics, aiming at the reliable estimation of related statistical quantities, including rare events.

- Hybrid energy power systems in relation to energy markets, focusing on modeling, optimal management of these systems, and designing optimal trading strategies.

The methodologies employed in his research encompass a range of techniques, including: Monte Carlo (MC), multilevel (hierarchical) MC, Quasi-MC, (adaptive) sparse grids' quadrature, Fourier methods, stochastic optimal control, importance sampling, and machine learning.

Profiles:  Researchgate profile;  Google Scholar profile; Linkedin profile