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Center for Mathematical Economics

Center for Mathematical Economics - Kategorie Forschung

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.
Gesendet von FFuchs in Forschung

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.
Gesendet von GBauch in Forschung
Tags: workshop ctn

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.
Gesendet von FFuchs in Forschung

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.
Gesendet von GBauch in Forschung
Tags: workshop

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".
Gesendet von RDoleske in Forschung
Tags: talk

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.
Gesendet von GBauch in Forschung
Tags: talk

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.
Gesendet von GBauch in Forschung
Tags: talk

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.
Gesendet von GBauch in Forschung
Tags: talk

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.
Gesendet von GBauch in Forschung

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".
Gesendet von GBauch in Forschung
Tags: talk

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.
Gesendet von GBauch in Forschung
Tags: talk

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.
Gesendet von GBauch in Forschung
Tags: 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.
Gesendet von GBauch in Forschung
Tags: talk

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.
Gesendet von GBauch in Forschung
Tags: talk

Jodi Dianetti on the ICIAM in Tokyo

Veröffentlicht am 21. August 2023
Jodi Dianetti is participating in the ICIAM Tokyo 2023 congress and giving a talk on "Mean-field singular control problem: regularitiy and related mean-field reflected diffusion.
Further information can be found on the congress's website.
Gesendet von GBauch in Forschung
Tags: talk

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