Center for Mathematical Economics - Kategorie Forschung
New article by Giorgio Ferrari
Veröffentlicht am 29. Februar 2024
The paper "Uncertainty over Uncertainty in Environmental Policy Adoption: Bayesian Learning of Unpredictable Socioeconomic Costs" by Giorgio Ferrari (with Matteo Basei and Neofytos Rodosthenous) has been accepted for publication in Journal of Economic Dynamics and Control.
New article by Arthur Dolgopolov
Veröffentlicht am 25. Januar 2024
The article Reinforcement Learning in a Prisoner's Dilemma by Arthur Dolgopolov has been published in Games and Economic Behavior and can be accessed here.
27th CTN Workshop: Call for papers
Veröffentlicht am 8. Januar 2024
The Corvinus University of Budapest is going to host the 27th Coalition Theory Network (CTN) workshop. Applications are open from January 8 to February 16, 2024. Please be referred to the official call for papers for more information about the workshop and its application procedure.
New article by Frank Riedel
Veröffentlicht am 4. Dezember 2023
The article Optimal Consumption for Recursive Preferences with Local Substitution – the Case of Certainty of Frank Riedel has been published in the Journal of Mathematical Economics and can be accessed here.
Frank Riedel in Oberwolfach
Veröffentlicht am 30. September 2023
Frank Riedel participates in the Oberwolfach Workshop New Challenges in the Interplay between Finance and Insurance. See the website for more information.
Max Nendel visits Princeton University
Veröffentlicht am 25. September 2023
Max Nendel visits the ORFE department of Princeton University from September 25 to October 6. On October 3, he gives a talk in the Financial Mathematics Seminar entitled "A parametric approach to the estimation of convex risk functionals based on Wasserstein distance".
Max Nendel and Alessandro Sgarabottolo in Milano
Veröffentlicht am 22. September 2023
On September 22, Max Nendel and Alessandro Sgarabottolo are giving talks on the AMASES 2023 conference in the special session on Dynamic Decisions under Uncertainty and Imprecision. The titles of their presentations are An optimal transport foundation of dynamic risk measures and Discrete approximation of risk-based pricing under uncertainty respectively.
Walter Trockel gives a seminar talk in York
Veröffentlicht am 21. September 2023
On September 21, Walter Trockel is giving a seminar talk, entitled "Nash smoothing on the test bench: Hα-essential equilibria ", at the University of York.
Further information can be found here.
Further information can be found here.
Max Nendel in Padua
Veröffentlicht am 15. September 2023
On September 15, Max Nendel is gives a seminar talk at the Seminar in Probability and Finance, entitled "A parametric approach to the estimation of convex risk functionals based on Wasserstein distance" in Padua.
New article by Max Nendel and Jan Streicher
Veröffentlicht am 12. September 2023
The article "An axiomatic approach to default risk and model uncertainty in rating systems" of Max Nendel and Jan Streicher has been accepted for publication in the Journal of Mathematical Economics.
Max Nendel in Milano
Veröffentlicht am 12. September 2023
On September 12, Max Nendel is invited speaker and gives a talk at the The Mathematics of Subjective Probability 2023 at Milano-Bicocca, entitled "An optimal transport foundation for a class of dynamically consistent risk measures".
Annika Kemper gives a talk in Vienna
Veröffentlicht am 12. September 2023
On September 12, Annika Kemper is giving a talk at the WPI-Workshop: Stochastics, Statistics, Machine Learning and their Applications to Sustainable Finance and Energy Markets entitled "A Principal-Agent Framework for Optimal Incentives in Renewable Investments". Click here for further information.
Ioannis Tzouanas in Delft
Veröffentlicht am 5. September 2023
Ioannis Tzouanas takes part in the 15th European summer school for financial mathematics in Delft and presents a poster.
Shihao Zhu in Hong Kong
Veröffentlicht am 27. August 2023
Am 27. August hält Shihao Zhu unter dem Titel "Consumption Decision, Portfolio Choice and Healthcare Irreversible Investment" einen Vortrag im Rahmen der Konferenz Recent Advances on Quantitative Finance in Hong Kong. Weitere Informationen sind auf der Webseite der Konferenz aufrufbar.
Shihao Zhu gives a talk in Hong Kong
Veröffentlicht am 27. August 2023
On August 27 Shihao Zhu gives a talk entitled "Consumption Decision, Portfolio Choice and Healthcare Irreversible Investment" during the Recent Advances on Quantitative Finance in Hong Kong. Further information is available on the conference's website.
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