Latest News

Here we will inform you about the latest research topics, upcoming events and other news of the department.

Latest News

 

News / 14.11.2024

EIOPA Consultation on the Topic of »Value for Money«

EIOPA has published a consultation paper on the topic of »Value for Money«. A team from our »Financial Mathematics« department worked as a scientific partner to evaluate insurance products and thus support supervisory authorities in measuring and monitoring the benefits for customers.

 

Article / abi.de / 04.11.2024

Insights Into the Daily Work of a Statistician

In an online article, our colleague Merrin Shajan, a financial mathematician and statistician, provides insights into her daily work at the Fraunhofer ITWM. Merrin works with statistical methods: she works on models to predict interest rate developments and to evaluate complex financial products. For example, she classifies pension products on behalf of the Product Information Office for Retirement Provision gGmbH (PIA).

 

Interview / 01.08.2024

Quantum Computing: Gold-Rush Fever in Research

What will the computer of the future look like? What opportunities and risks does this technology offer? Our institute director Prof. Dr. Anita Schöbel and Dr. Pascal Halffmann, research coordinator for quantum computing at the Fraunhofer ITWM, talk to Eva Fröhlich from the »Communication« team about the current state of quantum computing research at the Fraunhofer ITWM.

 

Short News / 05.06.2024

Study on Equity-Based Pensions in Germany

Together with the consultancy firm teckpro, Prof. Dr. Ralf Korn, a member of our Scientific Board, is examining the government coalition's proposal to stabilize the pension system. The study shows that a total capital of several trillion euros is necessary to maintain the current overall level of benefits provided by the state pension system.

 

Press Relese / 07.02.2024

Saving Energy With Artificial Intelligence

Our experts from three departments and divisions will be presenting their work at the leading trade fair E-world energy & water and demonstrating with innovative projects how mathematical models can contribute to the energy transition and the achievement of climate targets.

Our EP-KI Team Blog

Here, the EP-KI team blogs. This stands for decision support for business management processes with the help of new AI methods. Our junior research group »EP-KI: Decision Support for Business Processes using New AI Methods« works at the interface of business administration and artificial intelligence (AI). Funded by the German Federal Ministry of Education and Research, the junior research group focuses its research on future-oriented issues and their solution by user-friendly methods.

Our AI Group team of scientists has set itself the goal of supporting current developments in digitization in public administration and SMEs. In the blog, we regularly report on our work, activities and comment on current developments.

Events

 

Mannheim / Fair / 18.11. – 19.11.2024

DAV/DGVFM-Autumn Conference 2024

At booth 2, our team from the »Financial Mathematics« department – Marcus Willems, Dr. Stefan Mai, Philipp Mahler and Stefanie Grimm – will present how our institute's research supports the work of insurance companies and strengthens consumer protection. In addition, Prof. Dr. Ralf Korn will give a presentation on »Optimal Portfolios with Sustainable Assets – Aspects for Life Insurers«.

 

Nuremberg / Annual Conference / 04.11. – 05.11.2024

Annual Conference of the German Society of Criminology 2024

Our expert Yannick Becker from the »Financial Mathematics« department is at the annual conference of the German Society of Criminology (DGFK) titled »Facets of White-Collar Crime« – Challenges for State and Private Investigators. He will be giving a lecture on »Pattern Recognition in Care Billing Fraud«.

 

Frankfurt am Main / Conference / 09.10.2024

BANKING BYTES – Opportunities for AI and Quantum Computing

Our expert Tom Ewen from the »Financial Mathematics« department gives a talk at the conference entitled »Option Valuation with Quantum Computing«. The conference is the second event of the lecture series »Banking Bytes«, which is organized by »Anaqor« and »AXOVISION«.

Recurring Workshop

Federated learning makes it possible to train your own machine learning models. Our recurring workshop »Federated Learning: Decentralized Machine Learning that Ensures Data Protection« consists of several presentations on different aspects of federated learning followed by discussion rounds.

 

Current Research Topics

Our doctoral students and post-docs research and researched current topics in financial mathematics and data science.

Vacancies

Scientific Employees

You are interested in solutions for data-driven problems and the implementation in software is your topic? Do you have new ideas that you would like to pursue proactively in research projects?

The department »FINANCIAL MATHEMATICS« of the Fraunhofer Institute for Industrial Mathematics in Kaiserslautern can you offer an exciting position as a

  • Research Associate »Financial Mathematics«

 

Scientific Assistants / Interns

We are always looking for scientific assistants an interns as support in projects from the industry and research. Besides your interest on financial mathematical context, basic knowledge in a common programing language is requested. The remuneration is to be agreed upon.

 

Topics for Master Thesis

Currently, master's theses with the following topics are offered within the focus on financial mathematics for the energy industry:
 

  • Instance ranking prediction and aggregation in fraud detection
  • Opportunity and risk analysis of the pension phase in retirement provision products
  • Option valuation with quantum computers

Do you have your own idea for a thesis? This is also possible with us. Present us your proposed topic in a speculative application so that we can assess whether it reflects our core competencies.