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Center for Mathematical Economics

Center for Mathematical Economics - Kategorie Forschung

Article of Lazar Obradović published in Mathematical Methods of Operations Research

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!
Gesendet von GBauch in Forschung

New publication by Giorgio Ferrari and Patrick Schuhmann

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

Paper of Giorgio Ferrari accepted in Finance and Stochastics

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.
Gesendet von GBauch in Forschung

New Leibniz Research Campus

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.
Gesendet von GBauch in Forschung

Giorgio Ferrari is giving an online talk at the University of L'Alquila on May 18th

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

Paper of Max Nendel has been accepted by the Bulletin of the London Mathematical Society

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!
Gesendet von GBauch in Forschung

Assistant Professor Manuel Förster successfully applied for DFG funds

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.
Gesendet von GBauch in Forschung

Giorgio Ferrari has been awarded by the University of Padova

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.
Gesendet von TKlöpping in Forschung

Giorgio Ferrari is visiting LUISS University in Rome (February 24 - 28)

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.
Gesendet von TKlöpping in Forschung

Frank Riedel gives a talk at University of Pretoria (February 10)

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)
Gesendet von TKlöpping in Forschung

Giorgio Ferrari giving a talk in Neaples (January 29 - 31)

Veröffentlicht am 29. Januar 2020
Giorgio Ferrari is giving a talk at the XXI Workshop on Quantitative Finance in Neaples
Gesendet von TKlöpping in Forschung

Jodi Dianetti at Winter School on Mathematical Finance

Veröffentlicht am 22. Januar 2020
Jodi Dianetti is attending the 19th Winter School on Mathematical Finance.
Gesendet von TKlöpping in Forschung

New Publication by Giorgio Ferrari and Jodi Dianetti

Veröffentlicht am 22. Januar 2020
The paper Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria by Jodi Dianetti and Giorgio Ferrari has been accepted for publication on SIAM Journal on Control and Optimization.
Gesendet von TKlöpping in Forschung

New Publication by Giorgio Ferrari

Veröffentlicht am 25. November 2019
The paper Optimal Control of Debt-to-GDP Ratio in an N-state Regime Switching Economy by G. Ferrari and N. Rodosthenous has been accepted for publication in SIAM Journal on Control and Optimization.
Gesendet von TKlöpping in Forschung

New paper in Mathematical Finance

Veröffentlicht am 25. November 2019
The paper Dynamically consistent alpha-maxmin expected utility written by Patrick Beissner, Qian Lin, and Frank Riedel, has been accepted for publication in Mathematical Finance.
Gesendet von TKlöpping in Forschung

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