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
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Multi-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
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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
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Darmstadt. SFB TRR Creator Receives Second Funding Period
We are pleased to share that the German and Austrian research agencies DFG and FWF have jointly approved the second funding period of the Collaborative
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Darmstadt. Enhancing AMR Performance with Optimized PM Assembly
This post discusses recent advances in the collaborative project “OptiMag“, carried out between Magnotherm Solutions GmbH and TU Darmstadt.
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 moreWuppertal. Deep neural networks provably solve Bellman equations for Markov decision processes without the curse of dimensionality
I’m Konrad Kleinberg, a PhD student in the Applied and Computational Mathematics (ACM) working group at the University of Wuppertal, Germany. Within the broader scope
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
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