I am a Ph.D. student in the department of Industrial Engineering and Operations Research at the University of California, Berkeley, where I am being advised by Thibaut Mastrolia. Prior to joining the Ph.D. program, I earned a Master of Engineering degree in IEOR at UC Berkeley. I hold a Master of Science in Engineering (Diplôme d'Ingénieur) from CentraleSupélec.

My research interests include financial mathematics, stochastic optimal control and reinforcement learning.

E-mail: julius (dot) graf (at) berkeley (dot) edu

Publications

1. Learning Market Making with Closing Auctions ↗ (with Thibaut Mastrolia)

Talks and Presentations

1. Minisymposium on "Advances in Market Microstructure, Market Making, and Competition", 13th World Congress of the Bachelier Finance Society, Bologna, Italy (June 2026)
2. Workshop on "Stochastic Control and Reinforcement Learning", CIRM, Marseille, France (July 2026)