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I am an Assistent Professor in the field of Mathematical Finance and Machine Learning at the University of Vienna in the Department of Statistics and Operations Research.
Previously, I have been a junior research group leader at Technische Universität Berlin.
Please find my CV here: PDF.
For a full list of my upcoming and past talks see here: PDF.
Research Interests
- Rough path signatures and their applications in machine learning, stochastic control, mean-field games, and calibration problems in mathematical finance.
- Fractional processes, log-correlated fields, Gaussian multiplicative chaos, and their applications to volatility modeling.
Preprints
- P.K. Friz, P.P. Hager Expected Signature Kernels for Lévy Rough Paths, 9 September 2025, arXiv
- G. Fu, P. Hager, U. Horst A Mean-Field Game of Market Entry: Portfolio Liquidation with Trading Constraints, 15 March 2024, arXiv
Publications
- P. K. Friz, P. P. Hager, N. Tapia, On Expected Signatures and Signature Cumulants in Semimartingale Models, in Signature Methods in Finance: An Introduction with Computational Applications (Springer, 2026) pp. 381–424, (chapter, arXiv)
- C. Bayer, P. P. Hager, S. Riedel, Optimal Stopping for Non-Markovian Asset Price Processes, in Signature Methods in Finance: An Introduction with Computational Applications (Springer, 2026) pp. 299–331, (chapter)
- P. Bank, C. Bayer, P. P. Hager, S. Riedel, T. Nauen Stochastic Control with Signatures, SIAM Journal on Control and Optimization 63(5) 3189–3218 (2025), (journal, arXiv)
- G. Fu, P. Hager, U. Horst Mean-field liquidation games with market drop-out, Math. Finance 34(4) 1123–1166 (2024), (journal, arXiv)
- C. Bayer, P. Hager, S. Riedel, J. Schoenmakers, Optimal stopping with signatures, Annals of Applied Probability 33(1) 238–273 (2023), (journal, arXiv)
- C. Bayer, D. Belomestny, P. Hager, P. Pigato, J. Schoenmakers, V. Spokoiny, Reinforced optimal control, Communications in Mathematical Sciences 20(7) 1951–1978 (2022), (journal, arXiv)
- P. K. Friz, P. P. Hager, N. Tapia, Unified signature cumulants and generalized Magnus expansions, Forum of Mathematics, Sigma 10, E42 (2022), (journal, arXiv)
- P. Hager, E. Neuman, The multiplicative chaos of H = 0 fractional Brownian fields., Annals of Applied Probability 32(3) 2139–2179 (2022), (journal, arXiv)
- C. Bayer, D. Belomestny, P. Hager, P. Pigato, J. Schoenmakers, Randomized optimal stopping algorithms and their convergence analysis, SIAM Journal on Financial Mathematics 12(3) 1201–1225 (2021), (journal, arXiv)
Selected Talks
- Mini-Course on Machine Learning Methods in Finance @ KAUST
- Unified Signature Cumulants and Generalized Magnus Expansions, 24 Feb 2021, Cumulants in Stochastic Analysis, Slides, Video
Paul Hager