Christopher Lorenz
Financial Mathematician · Entrepreneur

header image


Financial Maths

Kühn, C. & Lorenz, C. (2023). Insider trading in discrete time Kyle games. Preprint.

Lorenz, C., & Schied, A. (2013). Drift dependence of optimal trade execution strategies under transient price impact. Finance and Stochastics, 17(4), 743-770.


de Miquel, C., Moneta, M. V., Weber, S., Lorenz, C., Olaya, B., & Haro, J. M. (2023). The Mediating Role of General and Cognitive Stress on the Effect of an App-Based Intervention on Productivity Measures in Workers: Randomized Controlled Trial. Journal of Medical Internet Research, 25, e42317.

Weber, S., Lorenz, C., & Hemmings, N. (2019). Improving stress and positive mental health at work via an app-based intervention: a large-scale multi-center randomized control trial. Frontiers in psychology, 10, 2745.

Mistretta, E. G., Davis, M. C., Temkit, M. H., Lorenz, C., Darby, B., & Stonnington, C. M. (2018). Resilience training for work-related stress among health care workers: results of a randomized clinical trial comparing in-person and smartphone-delivered interventions. Journal of occupational and environmental medicine, 60(6), 559-568.

Sleep Medicine

Lorenz, C. P., & Williams, A. J. (2017). Sleep apps: what role do they play in clinical medicine?. Current opinion in pulmonary medicine, 23(6), 512-516.


  • 2023: Insider trading in discrete time Kyle games (Mar 2023), Workshop on Stochastic Dynamic Games and related topics, Kiel University, Kiel, Germany
  • 2022: Christopher Lorenz, Insider trading in a discrete Kyle model, Riezlern Seminar of the department of Stochastics & Financial Maths at Goethe University Frankfurt, Riezlern, Austria
  • 2017: Christopher Lorenz, Feasibility and future of smartphone acceleration sensors in monitoring sleep, Talk at the Royal Society of Medicine, Sleep and technology - innovating for the future, London, UK.
  • 2017: Christopher Lorenz & Silvana Weber, Our friends and helpers - smartphones as a measurement tool and delivery channel for personalized health interventions, Keynote at the HealthNar symposium on “Mediated Narratives, Interactive Technology, and Health Behaviors”, Antwerp, Belgium.
  • 2015: Christopher Lorenz, The science behind mindfulness, Evening event at the CFA Society UK, London, UK.
  • 2013: Christopher Lorenz, Trends in Mobile Technologies, MIT Global Startup Workshop,Tallinn, Estonia.
  • 2011: Christopher Lorenz, A New Stochastic Control Problem Arising in Optimal Order Execution, The Applied Probability Society Conference, Stockholm, Sweden.

… and many more.