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 moreCategory: Computational Finance and Energy Markets
Wuppertal. 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
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 moreWuppertal. Four new bilateral DAAD Projects in Computational Finance
The German Academic Exchange Service (DAAD) supports four 2-year projects by Thomas Kruse, Long Teng and Matthias Ehrhardt (Chair of Applied and Computational Mathematics, Wuppertal)
Read moreWuppertal. New Bilateral German-Spanish Project: APMANA-EAREC: A Deep Dive into Energy Market Modeling
We are excited to announce a new bilateral German-Spanish project, APMANA-EAREC, funded by the Agencia Estatal de Investigación (AEI) and Deutsche Forschungsgemeinschaft (DFG). This project
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ECMI welcomes d-fine as new industrial member
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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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
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