Starting April 2023 ECMI very warmly welcomes d-fine (https://www.d-fine.com/en/ ) as a new member. d-fine is a European consulting company with offices in Germany, Switzerland,
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Category: Computational Finance
Towards managing of the financial risk of electricity load predictions. A product of linear time series
Electricity is a special commodity with very limited storage possibilities. Hence, electricity supply and demand must be constantly balanced, making short-term operational planning a crucial
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Fourth International Conference on Computational Finance, June 6-10, 2022.
The Chair Applied Mathematics and Numerical Analysis of the University of Wuppertal is the organizer of the Fourth International Conference on Computational Finance (ICCF2022). This
Read moreSequential estimation of state-space model parameters
At LUT University, Finland, a recent MSc thesis studies FX trading and the 2015 Swiss Franc (CHF) de-pegging event with SMC^2 (Sequential Monte Carlo Squared)
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American option pricing with an adaptive penalization strategy using the sparse grid combination technique combined with the Parareal-algorithm
My name is Anna Clevenhaus and I am a second year Phd-Student in the Applied Mathematics and Numerical Simulation (AMNA) group of the University of
Read moreNumerical Solution of SDEs on Matrix Lie Groups with Financial Applications
My name is Michelle Muniz and I am a second year PhD student at the Bergische Universität Wuppertal (BUW), where I have also received both
Read moreGerman-Slovakian Project MATTHIAS on Hamilton-Jacobi-Bellman Equations in Finance
 Bilateral German-Slovakian Project MATTHIAS – Modelling and Approximation Tools and Techniques for Hamilton-Jacobi-Bellman equations in finance and Innovative Approach to their Solution financed by
Read moreInternational Conference on Computational Finance, July 8-12, 2019 in A Coruña
We cordially invite you to attend the third biennial International Conference on Computational Finance (ICCF2019), on July 8-12, 2019, see http://iccf2019.udc.es The International Conference on
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International Conference on Computational Finance 2019
As a key activity of the Special Interest Group on Computational Finance and Energy Markets the 3rd ICCF – International Conference on Computational Finance 2019
Read moreWorkshop on New Challenges in Energy Markets
The upcoming Workshop on New Challenges in Energy Markets will take place at the Banff International Research Station (BIRS) for Mathematical Innovation and Discovery in
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