As a key activity of the Special Interest Group on Computational Finance and Energy Markets the 3rd ICCF – International Conference on Computational Finance 2019 will take place in A Coruña, Spain, July 8-12, 2019, see http://iccf2019.udc.es/ . It is the third of a biennial series of conferences in Computational […]
Read moreThe upcoming Workshop on New Challenges in Energy Markets will take place at the Banff International Research Station (BIRS) for Mathematical Innovation and Discovery in Banff, Alberta, Canada, September 22-27, 2019 and will focus on: data analytics, modelling and numerics, see: http://www.birs.ca/events/2019/5-day-workshops/19w5229. The workshop was initiated after a Lorentz Workshop […]
Read moreAs part of the activities of the ECMI Special Interest Group on computational finance and energy markets a bilateral German-Portuguese Project FRACTAL – FRActional models and CompuTationAL Finance was granted in January 2019. It will run for two years (01/2019 – 12/2020) and is jointly coordinated by Matthias Ehrhardt (University […]
Read moreDr Eberhard Mayerhofer Investing directly into an index such as the Nasdaq, S&P 500, or Russel 2000 is impractical for individual investors, as they would have to trade hundreds of stocks and reinvest their dividends each time that one of these companies pays one. For instance, the S&P 500 represents […]
Read moreRegulation (EU) No 1286/2014 of the European Parliament and of the Council of 26 November 2014 on key information documents for packaged retail and insurance-based investment products (PRIIPs) requires that producers of PRIIPs give key information documents (KIDs) on these products to the investors. These KIDs have to describe […]
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Sixteen mathematics students, doctoral candidates and professors are taking part in a new project on numerical financial mathematics between the Bergische Universität Wuppertal and the Comenius University Bratislava. The aim of the German-Slovakian cooperation is the analysis and construction of novel numerical methods for the effective solution of nonlinear extensions […]
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In Dec 2016 the European Initial Training Network project “STRIKE – Novel Methods in Computational Finance” did end. The Bergische Universität Wuppertal, Germany, coordinated this project that involved a network of eleven universities for training twelve PhD-students (4 females, 8 males) and five PostDocs (2 females, 3 males). The project […]
Read moreAutomated Order Execution is the dominant way of executing trade orders for the last couple of years at major stock markets. There is a variety of algorithms that are designed to serve different purposes and traders preferences. In Automated Order Execution a computer-based algorithm is used to buy (or sell) […]
Read moreMathConsult GmbH was founded in 1996 by Heinz W. Engl as a research & development company for industrial mathematics, realizing that certain aspects of mathematical problem solving cannot be achieved by university institutes. A company can offer continuity of staff, can handle routine problems (university institutes would not be allowed […]
Read moreMy name is José Pedro Silva and I am a PhD-Student at the Applied Mathematics and Numerical Analysis Group at the University of Wuppertal together with an Early-Stage Researcher position in the ITN-Strike project. My PhD topic orbits around the use of Model Order Reduction in financial markets, with focus […]
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