Maarten Scholl
Doctoral Student
Department of Computer Science, University of Oxford
Biography
Maarten Scholl is reading for the DPhil in Computer Science at the University of Oxford and the Institute for New Economic Thinking under the supervision of Prof. J. Doyne Farmer and Dr. Ani Calinescu.
His research focuses on agent-based models for systemic risk; previous work concerns the role of central clearing parties in derivatives markets, earning him the 2017 Best Quantitative Finance Thesis Award.
Maarten holds a BSc in Computer Science (Honours Programme) and BSc in Information Science from Utrecht University, a joint degree MSc in Computational Science (focus Computational Finance) from the University of Amsterdam and the Free University Amsterdam. Professional experience includes the development and computation of financial models at RiskCo for clients (MetLife), work at the Counterparty Exposure Management desk at ABN Amro.
Recent Publications
Aymeric Vié , Maarten Scholl , Alissa M. Kleinnijenhuis , J. Doyne Farmer
Aymeric Vié , Maarten Scholl , J. Doyne Farmer
in Proceedings of the National Academy of Sciences
Maarten Scholl , Anisoara Calinescu , J. Doyne Farmer
Recent Events
@15:00
'Systemic Risk in Derivatives Markets: Studying the Euro-Area Financial Network Using Transaction-Level Data' - Maarten Scholl (Complexity)
INET Researcher Seminar
Online Event
@15:00
POSTPONED 'Systemic Risk in Derivatives Markets: Studying the Euro-Area Financial Network Using Transaction-Level Data' - Maarten Scholl (Complexity)
INET Oxford Seminar SeriesINET Researcher Seminar
In Person Event
@13:00
"Long-term Impact of Trading Strategies on Market Ecology and Financial Stability" - Maarten Scholl, Complexity Economics
INET Oxford Seminar SeriesINET Researcher Seminar
In Person Event
