Lennart John Baals is a PhD candidate in Quantitative Finance and Risk Management at the University of Twente and was funded by the Swiss National Science Foundation project ‘Network-Based Credit Risk Models in P2P Lending Markets’. His research focuses on the measurement and pricing of risks in the digital financial world and covers both speculative dynamics in digital asset markets and network-based credit risk modelling and machine learning methods for peer-to-peer lending. He has published in Expert Systems With Applications and Finance Research Letters (2024) as well as Financial Innovation (2026). In 2025, he was a visiting PhD researcher at Columbia University's Department of Industrial Engineering and Operations Research and completed a research internship at Ask2.Ai in New York. He is a reviewer for Expert Systems With Applications, Finance Research Letters, Financial Innovation, Global Finance Journal, the International Journal of Forecasting, and the Journal of Economics and Business, and has held teaching assistant roles at Trinity College Dublin and Columbia University.