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
Read moreCategory: Computational Finance and Energy Markets
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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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 moreITWM Researcher Stefanie Schwaar Establishes New Research Group for Artificial Intelligence
Dr. Stefanie Schwaar from the Fraunhofer Institute for Industrial Mathematics ITWM won the BMBF’s call for tenders for funding among young female AI researchers. She
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
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GPU Computing and Machine Learning for solving high-dimensional BSDEs
My name is Lorenc Kapllani, I come from Albania. Currently, I’m following my first year of the PhD program in University of Wuppertal, group of
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
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