Kevin Kurt

IQAM Invest

Kevin Kurt is Head of Research & Development at the quantitative investment firm IQAM Invest, which he joined in 2021. He earned his PhD from the Institute for Statistics and Mathematics at WU Vienna, where his doctoral research centered on stochastic processes and the modeling of financial derivatives. Alongside his academic work, he has advised public institutions on the development and validation of financial models. His research has appeared in peer-reviewed journals and in 2021 he received the WU Vienna Best Paper Award for his study on European Safe Bonds.

Articles by Kevin Kurt

Original research

Robust financial calibration: a Bayesian approach for neural stochastic differential equations

This paper offers a Bayesian framework for the calibration of financial models using neural stochastic differential equations.

04 Nov 2025