Welcome! I’m a postdoctoral researcher in probability theory at the Rényi Institute (Budapest, ERC DYNASNET).
I study large deviations, random (weighted) graphs / graphons, and statistical mechanics; on the applied side, I work on quantitative finance (volatility, factor research, ML for allocation).
🗞️ Latest Highlights
- Sep 2025 — Preprint Large Deviations for Probability Graphons (with G. Zucal) on arXiv: 2509.14204
- Aug 2025 — Talk at Interacting Particle Systems on Random Structures (YEP XX)
- May 2025 — Joined ERC DYNASNET at Rényi Institute
Want a fuller timeline? See the News page.
🔎 Research Focus
🧩 Probability Graphons
Graph limits under probability measures, cut metric continuity, LDPs, and variational problems.
⚙️ Statistical Mechanics
Ensemble equivalence/inequivalence, replica symmetry & RSB on random networks and weighted ERGMs.
💹 Quantitative Finance
Volatility term-structure, ML for allocation & forecasting, network-based market structure.
🪶 Recent Posts
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