Center for Mathematical Economics
IMW at QFW2024
Veröffentlicht am 11. April 2024
From today, April 11, 2024 until April 13, 2024, a part of the IMW participates in the XXV Workshop on QUANTITATIVE FINANCE in Bologna. Felix Dammann, Jodi Dianetti, Giorgio Ferrari, Fabian Fuchs, Max Nendel, and Ioannis Tzouanas take part in the conference and present their work.
New article by Gerrit Bauch and Frank Riedel
Veröffentlicht am 27. März 2024
The article "The Texas Shoot-Out under Knightian Uncertainty" by Gerrit Bauch and Frank Riedel has been accepted for publication in Games and Economic Behavior.
New article by Anna Zaharieva
Veröffentlicht am 22. März 2024
The paper "Parental networks, wage expectations, and the intergenerational educational mobility" by Anna Zaharieva has been published in the Journal of Economic Behavior & Organization and can be accessed here.
Dominik Karos obtains funding
Veröffentlicht am 13. März 2024
Dominik Karos has obtained funding by the DFG for his project “Biform Bargaining Games with Incomplete Information”.
Announcement of Workshop 'Risk measures and uncertainty in insurance'
Veröffentlicht am 13. März 2024
We are happy to announce the workshop 'Risk measures and uncertainty in insurance'. The program, the abstracts and further information can be found here.
Jodi Dianetti in Rome
Veröffentlicht am 7. März 2024
Today, March 7, 2024, Jodi Dianetti gives a talk titled Optimal consumption and investment under relative performance criteria with Epstein-Zin utility at the Economics Department of Roma Tor Vergata.
Jodi Dianetti in Rome
Veröffentlicht am 6. März 2024
Today, March 6, 2024, Jodi Dianetti gives a talk titled Strong solutions to submodular mean field games with common noise and related McKean-Vlasov FBSDEs at the Mathematics Department of Roma Tor Vergata. Here the link to the seminar.
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.
Dominik Karos in Durham
Veröffentlicht am 14. Februar 2024
Today, February 14, 2024, Dominik Karos gives a talk titled Strategic News Selection at Durham University Business School.
Max Nendel and Alessandro Sgarabottolo in Singapore
Veröffentlicht am 12. Februar 2024
Max Nendel visits Nanyang Technological University's Division of Mathematical Sciences from the February 9 to 19, 2024. Alessandro Sgarabottolo stays for a longer research visit.
Gerrit Bauch successfully defends his doctoral thesis
Veröffentlicht am 8. Februar 2024
Today, February 8, 2024, Gerrit Bauch successfully defended his thesis titled From words of approach to words of departure: Essays on noisy communication and partnership dissolution under uncertainty.
Congratulations!
Congratulations!
Giorgio Ferrari in Milan
Veröffentlicht am 7. Februar 2024
Today, February 7, 2024, Giorgio Ferrari is giving a talk titled Stational Mean-field Games with Singular Controls in the De Finetti Risk Seminar at the Department of Mathematics of the University of Milano Statale, which he is visiting from February 5 to 7, 2024.
New article by Giorgio Ferrari
Veröffentlicht am 7. Februar 2024
The article Optimal Production Management when there is Regime Switching and Production Constraints by Abel Cadenillas, Giorgio Ferrari and Patrick Schuhmann has been accepted for publication in Annals of Operations Research.
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.