Center for Mathematical Economics
Veröffentlicht am 11. Juli 2020
The article "Robust best choice problem" of Lazar Obradović, associated researcher of the IMW, has just been published in Mathematical Methods of Operations Research. Congratulations!
Veröffentlicht am 7. Juli 2020
The paper A Singular Stochastic Control Problem with Interconnected Dynamics by Giorgio Ferrari and Patrick Schuhmann (joint with Salvatore Federico) has been accepted for publication on SIAM Journal on Control and Optimization.
Gesendet von RDoleske in Forschung
Veröffentlicht am 29. Juni 2020
The Center for Interdisciplinary Research (ZiF) publishes the article "The Robust Social Market Economy – Some Thoughts on the Corona Pandemics" of Frank Riedel on their website. You can read the article here.
Veröffentlicht am 11. Juni 2020
The paper "Optimal Reduction of Public Debt under Partial Observation of the Economic Growth" by Giorgio Ferrari (joint with Giorgia Callegaro and Claudia Ceci) has been accepted for publication on Finance and Stochastics.
Veröffentlicht am 1. Juni 2020
Anna Zaharieva and Herbert Dawid are among researchers from Bielefeld University and the DIW Berlin, who will study economic, political and social aspects of regional heterogenity within the newly established Leibniz Research Campus "SOEP RegioHub". In their work Zaharieva and Dawid will combine the empirical analysis, mainly relying on SOEP data, with dynamic modelling approaches. Anna Zahariava is also co-speaker of the Campus which will receive funding from the Leibniz Association till 2024.
Veröffentlicht am 18. Mai 2020
On May 18, Giorgio Ferrari is giving an online talk at the University of L'Aquila (Italy) on "Singular Control of the Drift of a Brownian System".
Gesendet von RDoleske in Forschung
Veröffentlicht am 8. Mai 2020
Max Nendel's paper with the title"A note on stochastic dominance, uniform integrability, and lattice properties" has been accepted for publication in the Bulletin of the London Mathematical Society. Congratulations!
Veröffentlicht am 6. Mai 2020
We congratulate our new assistant professor Manuel Förster on having successfully applied for funds of the German Researchers Society (DFG). The name of the project is "Information, Fake News and Social Networks" and will be funded for three years. Further information can be found here.
Veröffentlicht am 26. April 2020
In a German newspaper article by the Neue Westfälische Frank Riedel, leader of the Center for Mathematical Economics, cautions about the consequences of recent actions taken by the European Central Bank in times of the corona crisis.
Veröffentlicht am 12. März 2020
Torben Koch defended successfully his Ph.D. thesis On some Stochastic Control Problems arising in Environmental Economics and Commodity Markets on February 21. Torben spent many years at the Center, first as a master student, then as a Ph.D. student and as an administrative support for the Graduate School BiGSEM. Torben is the first Ph.D. student of Professor Ferrari (congratulations to Giorgio as well, therefore!). We wish Torben all the best for his future career in the industry and hope to see him often at our alumni meetings!
Veröffentlicht am 2. März 2020
Giorgio Ferrari has been awarded by the University of Padova of the fellowship Visiting Scientist 2020. He will visit the Department of Mathematics of the University of Padova from March 02 to March 20.
Veröffentlicht am 24. Februar 2020
Giorgio Ferrari is visiting LUISS University in Rome from February 24 to February 28, and will deliver a seminar on February 25.
Veröffentlicht am 6. Februar 2020
Frank Riedel gives a talk at University of Pretoria on Optimal Investment and Market Equilibrium under Knightian Uncertainty. (click here for more information)
Veröffentlicht am 29. Januar 2020
Giorgio Ferrari is giving a talk at the XXI Workshop on Quantitative Finance in Neaples
Veröffentlicht am 22. Januar 2020
Jodi Dianetti is attending the 19th Winter School on Mathematical Finance.