About Me
Hi, my name is Philipp Plank! đź‘‹
I'm a PhD student at the Department of Mathematics at Imperial College London, supervised by
Dr. Yufei Zhang.
My research focuses on theory and applications of Multi-Agent Reinforcement Learning
combining the areas of Stochastic Control, Machine Learning, Mathematical Finance, and Game Theory. My PhD is funded through the Roth Scholarship awarded by the Department of Mathematics, Imperial College London and the Excellence Scholarship awarded by the Provincial Government of Lower Austria.
Previously, I completed my master's degree in
Mathematical and Computational Finance
at the University of Oxford, St. Hugh's College with distinction
where I wrote my dissertation on "Adversarial Reinforcement Learning for Informed Trading", which was supervised by
Prof. Samuel Cohen. During my studies in Oxford,
I was generously supported through the Saven European Scholarship awarded by the University of Oxford
and the Excellence Scholarship awarded by the Provincial Government of Lower Austria.
Before moving to Oxford, I finished my bachelor's degree in
Financial and Actuarial Mathematics
at Vienna University of Technology with distinction during which I received the Early Student Award by the Austrian Mathematical Society.
Curriculum Vitae
Education
- PhD, Mathematics, Imperial College London,
October 2024 - ongoing
- MSc, Mathematical and Computational Finance, University of Oxford,
September 2023 - July 2024,
final grade: Distinction
- BSc, Financial and Actuarial Mathematics, Vienna University of Technology,
October 2020 - July 2023,
final grade: Distinction
- Grammar School, Konrad Lorenz Gymnasium Gänserndorf,
September 2011 - June 2019
Awards & Scholarships
- Monthly Grant for
Early Career Researchers, G-Research, April 2025
- Excellence Scholarship, Provincial Government of Lower Austria, June 2024
- Roth Scholarship, Imperial College London, February 2024
- Merit-based Scholarship, Provincial Government of Lower Austria, October 2023
- Excellence Scholarship, Provincial Government of Lower Austria, August 2023
- Saven European Scholarship, University of Oxford, June 2023
- TU Wien TOP Fellow, Vienna University of Technology, February 2023
- Merit-based Scholarship, Vienna University of Technology, December 2022/2023
- Early Student Award, Austrian Mathematical Society, September 2022
Work Experience & Internships
- Imperial College London, October 2024 - ongoing
Graduate Teaching Assistant - Department of Mathematics
- UNIQA Insurance Group, July 2023 - August 2023
Intern - NatCat Competence Centre (Research & Development)
- Vienna University of Technology, October 2022 - June 2023
Academic Tutor - Institute of Discrete Mathematics and Geometry
- UNIQA Insurance Group, July 2022 - August 2022
Intern - NatCat Competence Centre (Research & Development)
- Finnoconsult, July 2021 - August 2021
Digital Analyst Intern
- Raiffeisenlandesbank Niederösterreich-Wien, July 2020
Intern - Restructuring
- Austrian Red Cross, July 2019 - June 2020
Paramedic ("Compulsory Community Service")
- Vienna Stock Exchange, August 2017/2018
Intern - Listings & Indices
Preprints
- Policy Optimization for Continuous-time Linear-Quadratic Graphon Mean Field Games (with Yufei Zhang) [arXiv]
Talks
- Isaac Newton Institute Cambridge, Bridging Stochastic Control And Reinforcement Learning, November 2025
- Vienna Congress on Mathematical Finance, July 2025
Policy Gradient Methods for Continuous-time Linear-Quadratic Graphon Mean Field Games
- Konrad Lorenz Gymnasium Gänserndorf, June 2025
Mathematics and Financial Markets
- Banff International Research Station, Advances in Stochastic Control and Reinforcement Learning, May 2025
Policy Gradient Methods for Continuous-time Linear-Quadratic Graphon Mean Field Games
- St. Paul's School London, February 2025
Mathematics and Financial Markets
Contact