Available for opportunities

Bastian
Kraft

Mathematician · Developer · Educator

Working at the intersection of stochastic analysis, high-frequency data, and the kind of mathematics that doesn't simplify cleanly. Based in Würzburg.

MSc candidate in Mathematics at Julius-Maximilians-Universität Würzburg, with a thesis on jump detection in high-frequency financial data using extreme value theory.

My path here wasn't linear — trades apprenticeship, software development, then mathematics. Each transition was driven by a mismatch between environment and the kind of thinking I find natural.

I think geometrically and from first principles. I also tutor and lecture, roles I find natural.

1.0 Bachelor's thesis grade
MSc Mathematics, JMU Würzburg
EVT Current research focus

Jump Detection in High-Frequency Financial Data

Master's thesis investigating jump detection using extreme value theory, with a focus on the Gumbel and Rényi test frameworks. Supervised by Prof. Dr. Markus Bibinger (Lehrstuhl Mathematik VIII, Angewandte Stochastik).

Semimartingales EVT High-frequency data Itô calculus Stable convergence

Polynomial Endofunctors and Category Theory

Bachelor's thesis — a largely self-directed exploration of polynomial endofunctors in category theory.

Category Theory Algebra

math.log

A mathematics blog with interactive Pyodide-powered code blocks and KaTeX rendering. Built with Astro.

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stats-extractor

Python pipeline using Claude's vision API to extract definitions and examples from scanned PDFs into LaTeX.

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Open to academic collaboration, quant roles, consulting opportunities, and interesting problems.

Best reached by email. Response time is typically within a day.