Fachgebiet
Wirtschaftsmathematik
Prof. Dr. rer. nat. habil. Ralf Wunderlich
Expert Opinions and Power Utility Maximization in a Market with Partially Observable Gaussian Drift 33rd European Conference on Operational Research, EURO24, Copenhagen, June 30 - July 3, 2024
Stochastic Models and Optimal Control of Epidemics under Partial Information German Research Days at Siyakhula, Muizenberg, Cape Town, South Africa, March 17-22, 2024
Stochastic Models and Optimal Control of Epidemics under Partial Information University of Buea, Cameroon, March 15, 2024
Stochastic Models and Optimal Control of Epidemics under Partial Information AIMS Cameroon, March 13, 2024
Stochastic Optimal Control of Heating Systems with a Geothermal Energy Storage Forschungsseminar Wirtschaftsmathematik, HTW Berlin, February 14, 2024
Stochastic Models and Optimal Control of Epidemics under Partial Information WU Vienna, Institute for Statistics and Mathematics, Research Seminar, January 19, 2024
Stochastic Optimal Control of Heating Systems with a Geothermal Energy Storage Oberseminar, Institut für Mathematik, MLU Halle-Wittenberg, November 30, 2023
Stochastic Optimal Control Problem of a Residential Heating System With a Geothermal Energy Storage16th German Probability and Statistics Days (GPSD) Essen, 7th - 10th March 2023
Stochastic Optimal Control of Heating Systems with a Geothermal Energy Storage Forschungsseminar Stochastische Analysis und Stochastik der Finanzmärkte TU & HU Berlin, January 26, 2023
Stochastic Optimal Control of Heating Systems with a Geothermal Energy Storage Summer School on Aspects of Optimization, September 12-16, 2022, Klagenfurt
Stochastic Epidemic Models with Partial Information and Dark Figure Estimation Conference on Mathematics and its Applications, August 29 – September 1, 2022, Accra (Ghana)
Stochastic Epidemic Models with Partial Information and Dark Figure Estimation 13th International Workshop on Stochastic Models and Control, March 14–18, 2022, Lübeck-Travemünde
Stochastic Epidemic Models with Partial Information and Dark Figure Estimation AIMS Ghana's Online Research Seminar, February 17, 2022
Stochastic Optimal Control of a Thermal Energy Storage Workshop Mathematik in Forschung und Lehre, Eyba, September 23-25, 2019
Power Utility Maximization in a Dynamic Black Litterman Model 43rd Annual Meeting of the AMASES, Perugia, September 9-11, 2019
Stochastic Optimal Control Problems for an Energy Storage University of Rome Tor Vergata, September 6, 2019
Stochastic Optimal Control Problems for an Energy Storage Alpen-Adria Universität Klagenfurt, September 3, 2019
Stochastic Optimal Control Problems for an Energy Storage SIAM Conference on Control and Its Applications, Chengdu (China), June 19 - 21, 2019
Diffusion Approximations for Expert Opinions and Power Utility Maximization in a Financial Market with Gaussian Drift SIAM Conference on Financial Mathematics & Engineering, Toronto, June 4-7, 2019
Decisions Under Uncertainty - A Stochastic Optimal Control Problem for an Energy Storage AIMS Centre Cameroon, Limbe, April 18, 2019
High-Frequency Expert Opinions and Power Utility Maximization in a Market with Gaussian Drift Stochastic Analysis, Financial and Insurance Mathematics (SAFIM), Accra (Ghana), August 20-24, 2018
High-Frequency Expert Opinions and Power Utility Maximization in a Market with Gaussian Drift 10th World Congress of The Bachelier Finance Society, Dublin, July 16-20, 2018
On Some Stochastic Optimal Control Problems for an Energy Storage Facility Helmut Schmidt Universität Hamburg, May 8, 2018
Stochastic Optimal Control of Energy Storages & Model Reduction. ZHAW Winterthur, March 21, 2018
High-Frequency Expert Opinions and Power Utility Maximization in a Market with Gaussian Drift Wroclaw University of Science and Technology, March 13, 2018
A credit risk model with a switching barrier and asymmetric information Workshop Mathematik in Forschung und Lehre, Waschleithe, September 12-14, 2017
Dynamische Entscheidungsprobleme unter Unsicherheit: Ein stochastisches optimales Steuerungsproblem für einen Energiespeicher BTU Cottbus-Senftenberg, Energiewirtschaftliches Forschungsseminar, May 18, 2017
Expert Opinions and Utility Maximization in a Market with Partially Observable Gaussian Drift Workshop on Stochastic Models and Control, Trier, March 22-24, 2017
Decisions Under Uncertainty - A Stochastic Optimal Control Problem for an Energy Storage AIMS Centre Cameroon, Limbe, March 14, 2017
Decisions Under Uncertainty - A Stochastic Optimal Control Problem for an Energy Storage DFG-AIMS Workshop on Incomplete Market Methods Applied to Weather and Agricultural Risks (IMMAWA), AIMS Centre Tanzania, Bagamoyo, February 20-24, 2017
Expert Opinions and Utility Maximization in a Market with Partially Observable Gaussian Drift 10th International Conference on Computational and Financial Econometrics (CFE 2016), Seville, December 9-11, 2016
Partially Observable Stochastic Optimal Control Problems for an Energy Storage Vienna Congress on Mathematical Finance, September 12-14, 2016
Partially Observable Stochastic Optimal Control Problems for an Energy Storage Conference on the Mathematics of Energy Markets, Vienna, July 5-7, 2016
Expert Opinions and Maximizing Power Utility in a Market with Gaussian Drift 12th German Probability and Statistics Days, Bochum, 1.–4.3. 2016
Partially Observable Stochastic Optimal Control Problems for an Energy Storage KIT Karlsruhe, Research Seminar, 19.1.2016
Expert Opinions and Dynamic Portfolio Optimization Under Partial Information Johannes Kepler University Linz, SFB Kolloquium, 23.6.2015
Expert Opinions and Dynamic Portfolio Optimization Under Partial Information Vienna University of Economics and Business, Institute for Statistics and Mathematics, Research Seminar, 19.06.2015
Partially Observable Stochastic Optimal Control Problems for an Energy Storage Second Conference on Stochastics of Environmental and Financial Economics Oslo, 20.-24.4.2015
Partially Observable Stochastic Optimal Control Problems for an Energy Storage Workshop on Stochastic Models and Control, Kaiserslautern, 18.-20.3.2015
Expert Opinions and Optimal Portfolio Strategies under Partial Information 8th International Conference on Computational and Financial Econometrics (CFE 2014), Pisa, Italy, 6.-8.12. 2014
On Some Stochastic Optimal Control Problems for an Energy Storage Facility Third International Conference on Numerical Analysis and Approximation Theory, Cluj-Napoca, Romania, 17.-20.9.2014
Dynamic Programming Equations for Portfolio Optimization under Partial Information with Expert Opinions 8th World Congress of the Bachelier Finance Society, Brussels, 2.-6.6.2014
Dynamic Portfolio Optimization with Bounded Shortfall Risks Scientific Day of the German Actuarial Society Bonn, 30.4.2014
On Some Stochastic Optimal Control Problems for an Energy Storage Facility 11th German Probability and Statistics Days, Ulm, Germany, 4.-7.3.2014,
Optimal Portfolios in Financial Markets with Unobservable Markov-Modulated Drifts International Workshop on Regime-Switching Models in Finance: Statistics and Optimization, Kaiserslautern, Germany, 22.-23.11.2013
Dynamic Portfolio Optimization under Partial Information with Expert Opinions Third Buea International Conference on the Mathematical Sciences, Buea, Cameroon, 30.4 - 3.5.2013
Dynamic Portfolio Optimization under Partial Information and Risk Constraints Guest Lectures at the Buea Summer School on Financial and Actuarial Mathematics with Applications, Buea, Cameroon, 22.4 - 3.5 2013
Dynamic Programming Equations for Portfolio Optimization under Partial Information with Expert Opinions Workshop on Stochastic Models and Control, Berlin, 18.-23.3.2013
Optimal portfolio strategies under partial information with expert opinions Research Seminar, Wirtschaftsuniversität Wien, 7.12.2012
Optimal Portfolio Policies under Bounded Expected Loss and Partial Information Workshop on Insurance and Financial Mathematics, Hannover, 8.6.2012
Dynamic Programming Equations for Portfolio Optimization under Partial Information with Expert Opinions 10th German Probability and Statistics Days, Mainz, 6-9.3.2012
Dynamic portfolio optimization under partial information with expert opinions Montreal Seminar of Actuarial and Financial Mathematics, Montreal, Canada, 2.9.2011
Dynamische Portfolio-Optimierung mit partieller Information und beschränktem Ausfallrisiko DAA-Workshop für junge Mathematikerinnen und Mathematiker, Loccum, 19.-20.8.2011
Hinweis zu Cookies
Unsere Webseite verwendet Cookies. Diese haben zwei Funktionen: Zum einen sind sie erforderlich für die grundlegende Funktionalität unserer Website. Zum anderen können wir mit Hilfe der Cookies unsere Inhalte für Sie immer weiter verbessern. Hierzu werden pseudonymisierte Daten von Website-Besuchern gesammelt und ausgewertet. Das Einverständnis in die Verwendung der technisch nicht notwendigen Cookies können Sie jeder Zeit wiederrufen. Weitere Informationen erhalten Sie auf unseren Seiten zum Datenschutz.