- 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
Fakultät 1
Fachgebiet
Wirtschaftsmathematik
Prof. Dr. rer. nat. habil. Ralf Wunderlich