Schnelleinstieg Reader

Home|Suche|Sitemap|Webmail

Startseite FSU

M. Sc. Stefan Perko


Foto1_Perko


Postanschrift  

 Büro

 Kontakt

Institut für Mathematik
Stochastik
Friedrich-Schiller-Universität Jena   
Ernst-Abbe-Platz 2
07743 Jena
Ernst-Abbe-Platz 2 
Raum 3520
5. OG
E-Mail: mail
Tel.: ++ 49 (0) 3641 9-46273 
Fax: ++ 49 (0) 3641 9-46252

Research Interests

  • diffusion approximations to stochastic optimization algorithms
  • applications of stochastic analysis to the mathematics of machine learning
  • stochastic control theory

Short CV

since 2020       
Research Assistant (PhD student), Friedrich-Schiller-Universität Jena
2017 - 2020
Master studies in mathematics, Friedrich-Schiller-Universität Jena
2014 - 2017
Bachelor studies in mathematics, Friedrich-Schiller-Universität Jena

Research Articles

S. Ankirchner, S. Perko: Approximating stochastic gradient descent with diffusion: error expansions and impact of learning rate schedules. 2021         
HAL 

Master´s Thesis

Optimal Control of Stochastic Gradient Descent via Stochastic Modified Equations, Friechrich-Schiller-Universität Jena, 2020.


Teaching

WiSe 2017/2018   
Linear Algebra 1 (exercise class)
SoSe 2018
Linear Algebra 2 (exercise class)
WiSe 2018/019
Linear Algebra 1 (exercise class)
SoSe 2019
Linear Algebra 2 (exercise class)
So 2020
Ordinary Differential Equations (exercise class)
WiSe 2020/2021
Abstract Algebra 1 (exercise class)
Analysis III (Tutorium)
SoSe 2021
Methods of Insurance and Financial Mathematics (exercise class)