Luis Kaiser

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Ph.D. Student at The University of Texas at Austin

Research Area

I am broadly interested in machine learning, computational mathematics and reinforcement learning. My long-term goals are to 1) develop novel training algorithms to enhance numerical solvers for partial differential equations with deep learning (e.g., wave propagation) 2) apply deep reinforcement learning and Monte Carlo tree search strategies to game theory problems (e.g., hide-and-seek games).

Positions

2022–2026 The University of Texas at Austin Austin, TX
PhD Research Scientist, advised by Richard Tsai
2023–2024 Bloomberg London, UK and New York, US
Software Engineer, part of the Analyst Workflow Team, building financial and disruptive technology research solutions for BloombergNEF
2020 University of Wuerzburg Wuerzburg, Germany
Research Scientist, advised by Andreas Hotho working on reinforcement learning
2019–2020 Cosmo Consult Wuerzburg, Germany
Data Scientist, worked on ML and optimization projects for global clients
2020 KPMG Munich, Germany
Data Analyst, part of the Financial Services Team
2019 University of Wuerzburg Wuerzburg, Germany
Research Scientist, part of the DeepScan team to detect fraud in large-scale systems

Education

2023–2026 Ph.D. in Computational Mathematics (CSEM), The University of Texas at Austin Austin, TX

Advised by Richard Tsai.
Member of the Scientific ML Group.

2021–2023 M.S. in Mathematics and Computer Science, University of Wuerzburg Wuerzburg, Germany

Advised by Richard Tsai (UT Austin) and Christian Klingenberg.
Thesis: “Efficient Numerical Wave Propagation Enhanced By An End-to-End Deep Learning Model”.

2021–2022 Exchange Program in Computer Science, The University of Texas at Austin Austin, TX

2021 Exchange Program in Data Science, Norwegian School of Economics Bergen, Norway

2017–2021 B.S. in Mathematics and Economics, Technical University of Munich and University of Wuerzburg Wuerzburg, Germany

Advised by Andreas Hotho, Julian Tritscher, and Padraig Davidson.
Thesis: “Evaluation and Improvement of Deep Reinforcement Learning Agents for Algorithmic Trading”.

Publications

Conference

Thesis

Talks

Surveillance-Evasion Games using Monte Carlo Tree Search

The University of Texas, Center for Autonomy

Reinforcement Learning and Monte Carlo Tree Search in Game Theory

University of Wuerzburg, Department of Mathematics

Wave Propagation Enhanced By An End-to-End Deep Learning Model

Texas Advanced Computing Center (TACC) - AI Consortium
University of Wuerzburg, Department of Mathematics

Introduction to Wave Propagation and Deep Learning

University of Wuerzburg, Department of Mathematics

Teaching

2019 Introduction to Algorithms and Data Structures University of Wuerzburg