A few years ago, I studied Mathematics at the University of Leiden. My master’s thesis is called ‘The expected exit time in applications. A two-sided approach‘. It is about applications and numerical simulation of stochastic differential equations. A copy of it is available here as a pdf document. You can also download the Matlab files that are listed in the appendix.
I also studied Business Mathematics and Informatics (now called Business Analytics) at VU University Amsterdam. My interests are mostly in the areas of machine learning and applied mathematics. Favorite subjects include data mining, machine learning, pattern recognition, neural networks, clustering, dimensionality reduction and outlier detection. During my time as a PhD student at the Centrum Wiskunde & Informatica, I added stochastic optimization and evolutionary algorithms to this list, and it continues to grow.