Center for Mathematical Economics

Gerrit Bauch in Grenoble

Center for Mathematical Economics — Thu, 5 Jun 2025 10:00:00 +0200

On June 5, 2025, Gerrit Bauch gives a presentation with the title Correlation Uncertainty at the Workshop on Unforeseen Contingencies: Representations and Applications at the University of Grenoble, France.

Gerrit Bauch in Paderborn

Center for Mathematical Economics — Mon, 19 May 2025 00:00:00 +0200

On May 19, 2025, Gerrit Bauch gives a presentation with the title Strategic Communication of Narratives, a joint work with Manuel Foerster, at the Seminar of Economics and Management (SEAM) at the University of Paderborn, Germany.

QUAMU Speed-Dating

Center for Mathematical Economics — Thu, 10 Apr 2025 20:00:00 +0200

In the kick-off meeting of the QUAMU focus area, the PIs had the opportunity to meet bilaterally with each of the other PIs in a "speed-dating" fashion, finding and forming ties for new projects.

Gerrit Bauch in Tübingen

Center for Mathematical Economics — Wed, 9 Apr 2025 11:01:12 +0200

On April 8, 2025, Gerrit Bauch gives a presentation with the title Correlation Uncertainty at the 2nd Workshop on Learning Under Weakly Structured Information at the AI Center in Tübingen, Germany.

New article by Giorgio Ferrari

Center for Mathematical Economics — Thu, 29 Feb 2024 10:02:52 +0100

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

Center for Mathematical Economics — Thu, 25 Jan 2024 12:30:48 +0100

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

Center for Mathematical Economics — Mon, 8 Jan 2024 00:00:00 +0100

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

Center for Mathematical Economics — Mon, 4 Dec 2023 10:00:08 +0100

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

Center for Mathematical Economics — Sat, 30 Sep 2023 10:24:30 +0200

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

Center for Mathematical Economics — Mon, 25 Sep 2023 10:53:02 +0200

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

Center for Mathematical Economics — Fri, 22 Sep 2023 00:00:00 +0200

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

Center for Mathematical Economics — Thu, 21 Sep 2023 00:00:00 +0200

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.

Max Nendel in Padua

Center for Mathematical Economics — Fri, 15 Sep 2023 15:29:25 +0200

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

Center for Mathematical Economics — Tue, 12 Sep 2023 15:35:44 +0200

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

Center for Mathematical Economics — Tue, 12 Sep 2023 15:16:27 +0200

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

Center for Mathematical Economics — Tue, 12 Sep 2023 00:00:00 +0200

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

Center for Mathematical Economics — Tue, 5 Sep 2023 14:50:14 +0200

Ioannis Tzouanas takes part in the 15th European summer school for financial mathematics in Delft and presents a poster.

Shihao Zhu gives a talk in Hong Kong

Center for Mathematical Economics — Sun, 27 Aug 2023 00:00:00 +0200

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.

Shihao Zhu in Hong Kong

Center for Mathematical Economics — Sun, 27 Aug 2023 00:00:00 +0200

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.

Jodi Dianetti on the ICIAM in Tokyo

Center for Mathematical Economics — Mon, 21 Aug 2023 00:00:00 +0200

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.

New article by Walter Trockel

Center for Mathematical Economics — Wed, 9 Aug 2023 19:02:41 +0200

The article "PEA: core-analogue for non-cohesive games" by Walter Trockel and Papatya Duman (Paderborn) will be published in the Economics Bulletin.

Manuek Förster and Jurek Preker in Stony Brook

Center for Mathematical Economics — Mon, 24 Jul 2023 00:00:00 +0200

The IMW contributes to the 34th Stony Brook International Conference on Game Theory, taking place from July 24-27 2023, with two talks. Manuel Förster presents his work "Strategic use of social media influencer marketing" and Jurek Preker gives a talk on "Strategic News Selection in Social Media". Further information is available on the conference's website.

Annika Kemper in Berlin

Center for Mathematical Economics — Thu, 20 Jul 2023 00:00:00 +0200

On July 20, Annika Kemper is giving a talk in the research seminar Stochastische Analysis und Stochastik der Finanzmärkte at the Technische Universität Berlin with the title "A Principal-Agent Framework for Optimal Incentives in Renewable Investments".

IMW at the SAET 2023 in Paris

Center for Mathematical Economics — Mon, 17 Jul 2023 00:00:00 +0200

The IMW contributes to the SAET 2023 conference, taking place in Paris from July 17-21, with talks and session chairs. Dominik Karos and Frank Riedel organize the sessions on Dynamic Decision Problems and Knightian Uncertainty respectively. Talks are held by Gerrit Bauch on "Ambiguity aversion and the direction of dynamic inconsistency in sender-receiver games of common interest", Artur Dolgopolov on "Automated Mechanism Design with Memory" and Dominik Karos on "A taste for variety: repeated decision problem with frequency-dependent payoffs".
Further information can be found on the conference's website.

Max Nendel in Spain and Portugal

Center for Mathematical Economics — Thu, 13 Jul 2023 00:00:00 +0200

On July 13, Max Nendel presents his work on "A parametric approach to the estimation of convex risk functionals based on Wasserstein distance" on the ISIPTA 2023 in Oviedo, Spain.
On July 19, he further presents his work on "A lattice-theoretic approach to submodular mean field games based on stochastic orders" in the Seminário de Probabilidades e Estatística at the Universidade de Coimbra, Portugal.