By Karel Nana Kemajou (Ph.D. Student, University of Wuppertal) Supervised by PD Dr. Long Teng and Prof. Dr. Cornelis W. Oosterlee đź‘‹ Introduction & Motivation
Read more
Category: Computational Finance
📉 Modeling Emission Markets: Insights from Erwan Chartier’s Ph.D. Research
My name is Erwan Chartier, and I am a Ph.D. student in the Applied and Computational Mathematics research group at the University of Wuppertal. Under
Read moreMulti-Asset Optimal Trade Execution: Mathematics in Modern Financial Markets
Introduction: The Dilemma of Large-Scale Liquidation In modern financial markets, institutional investors face a critical, highly practical optimization problem regarding how a large portfolio position
Read more
Fostering International Collaboration in Mathematical Finance: The 2nd Joint Bratislava-Wuppertal MACFIRE Workshop
The bilateral research project MACFIRE (Mathematical Analysis and Computational Finance: Innovation, Research, Exchange) is a collaborative initiative uniting the University of Wuppertal (Germany) and Comenius
Read more
Trondheim. The Geometry of Data – Why Machine Learning Needs Signatures
By Kurusch Ebrahimi-Fard and Fabian Harang Introduction Think of scribbling a digit on a digital tablet. You might write the number ’3’ slowly, with hesitations,
Read moreWuppertal. Project Spotlight: German–Hong Kong Research Collaboration on Data Analytics for Financial Markets 🇩🇪 🇨🇳
Since January 2024, the German Academic Exchange Service (DAAD) has been supporting the project “A Robust Data Analytics-based FBSDE Solver for High-dimensional Stochastic Control Problem
Read moreWuppertal. Full Steam Ahead: APMANA-EAREC Project Commences with New PhD Researchers 🇩🇪 🇪🇸
We are excited to share a major update on the bilateral German-Spanish research project, APMANA-EAREC (Advanced Pricing and Mathematical ANalysis in E-markets: EA and REC),
Read moreWuppertal. Project Spotlight: German-French research cooperation on illiquid financial markets 🇩🇪 🇫🇷
Since January 2024, the German Academic Exchange Service has supported the project “Modeling and Simulation of Illiquid Financial Markets” (ILLMAR), led by Thomas Kruse (Chair
Read moreProject Spotlight: Nearing the Finish Line for PRISEMA – German-Portuguese Research in Carbon Markets 🇩🇪🇵🇹
The DAAD-funded bilateral German-Portuguese project, “Pricing of Financial Instruments in Emission Markets” (PRISEMA), is fast approaching its conclusion in April 2026, marking the successful culmination
Read moreWuppertal. Optimal trade execution
My name is Julia Ackermann and I am a postdoc in the Applied and Computational Mathematics (ACM) group at the University of Wuppertal, Germany. In
Read more
You must be logged in to post a comment.