Current Research Topics

Research by Our Doctoral Students and Post-docs

Mathematics meets economics. Our research topics are broadly diversified, but they have one thing in common: they have their finger on the pulse of the times and are applied to applied financial mathematics. Our doctoral students and post-docs research current topics in financial mathematics and data science.

At the Fraunhofer ITWM they find the ideal conditions for this: They are involved in real research projects right from the start, but still have enough time for their dissertation. By combining their doctoral thesis with concrete industrial issues, they gain academic expertise and at the same time practical experience.

Current Topics of our Doctoral Students and Post-Docs

Mathematics and Machine Learning: Solvency Capital Requirements

It researches Mark-Oliver Wolf.

Calibration Methods in Financial Market Applications

It reserches Philipp Mahler.

Change Point Detection for Integer Time Series

It recherches Florian Schirra.

Quantum Computing for the Calculation of Solvency Capital Requirements

It recherches Tom Ewen.

Topics of our Former Doctoral Students and Post-Docs

Stochastic Optimization Problems in Trading with Renewable Energies

It recherched Ria Grindel.

Durability: Stochastic and ML-based Modeling

It recherched Simon Schnürch.

Detection of Abnormalities by Means of Autoencoders

It recherched Robert Sicks.

Prediction of the yield curve

It researched Franziska Diez.