Andreas Lehrmann works at the intersection of machine learning, quantitative finance, and computer vision. His research focuses on the development of expressive neural architectures for structured data and approximate methods for the associated inference tasks. He is also interested in deep generative models exploiting contextual information in non-stationary time-series. Fields of application in finance and vision include volatility and hedging of derivatives, natural language processing, conditional video synthesis, and scene understanding.
Before assuming his current role as a machine learning research team lead with Borealis AI, Andreas was a postdoctoral research scientist at Facebook Reality Labs and Disney Research (United States). Prior to that, he was a Microsoft Research Ph.D. scholar at ETH Zurich (Switzerland) and the Max-Planck-Institute for Intelligent Systems (Germany).