Latest News

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

Latest News


Chemnitz, Conference / 19.5.2022

Women in Data Science

Two experts from our department »Financial Mathematics« will be on site to present their work at Fraunhofer ITWM in the field of activity »Data Science« . 

WiDS Chemnitz is an event organized by a junior group of the TU Chemnitz, which offers outstanding women the opportunity to present their excellent work on Data Science.


Leipzig, Conference / 23.06. - 24.06.2022

Risk Management and Investment in Insurance 2022

Our colleagues Dr. Stefan Mai and Dr. Ralf Korn from the department »Financial Mathematics« will present the calculation of the solvency capital using the Least Squares Monte Carlo method and its implementation. They will also examine how sensitivities can be implemented using differential machine learning.


Fair / 21.-23.6.2022

E-World Energy & Water

The event is rescheduled for June 21 - 23, 2022.

The topics of E-world 2022 are innovative solutions for the energy supply of the future – from generation, transport and storage to trading, efficiency and green technologies. The teams from the departments »System Analysis, Prognosis and Control«, »High Performance Computing«, »Optimization« and »Financial Mathematics« will present their research in the energy industry.

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.


Current Research Topics

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


Seminar / 11.3.2021

ML in KL Lightning Talks

You like science, ML and virtual coffee chats? This is for you!

The »ML in KL Lightning Talks« are a local initiative that offers new networking opportunities for researchers of all institutions in KL.

Topic on March: »Experiences and New Approaches in the Training of Neural Networks«


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 offers you an exciting position as a

»Scientific Employee Financial Economics and Quantum Computing«.


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.

More Messages


Symposium / 27.10.2021

Upper-Rhine Artificial Intelligence Symposium

The international Upper-Rhine Artificial Intelligence Symposium focuses on AI research and its application in industry, medicine and mobility. 

Some of our experts from the department »Financial Mathematics« will be on site and present a poster on the topic »Air Pollution Forecasting Using Neural Networks with Embedding Variables«.

Short News / 7.7.2021

Kickoff for the BMBF Project QuSAA

On June 1, the QuSAA project was launched. The abbreviation stands for Quantum Algorithms for Strategic Asset Allocation. In the project, we are developing quantum algorithms for the optimization of investment decisions together with JoS QUANTUM and R + V Lebensversicherung.

For complex optimization problems, quantum computers promise completely new possibilities in the future. QuSAA investigates the extent to which quantum computers can help to better manage the complexity of the problem.

Virtual Conference / 5. – 9.7.2021

International Congress on Insurance: Mathematics and Economics

To foster the role of insurance, and actuarial science, in the changing landscape of risk and technology, a call has been launched representing state-of-the-art actuarial research on nontraditional topics covering emerging risks and insurance technology. These research papers will be presented at IME 2021.

Our expert Simon Schnürch from the Department Financial Mathematics will be on site digitally with a presentation on »The Impact of Mortality Shocks on Modeling and Insurance Valuation as Exemplified by COVID-19«.


Digital Event / 18.6.2021

Nationwide Digital Day

Digitization is profoundly changing our everyday and professional lives. The various aspects of digitization are to be highlighted and discussed together with numerous activities.

We are participating with a workshop by the EPKI team (decision support for business processes using new AI methods) from our »Financial Mathematics« department on the topic »What Is Artificial Intelligence – and What Can It Do?«[only available in German].


Press Release / 28.10.2020

Quantum Computing for the Energy Economics

New BMWi project at Fraunhofer ITWM: in the joint project »EnerQuant: Fundamental modeling in energy economics with quantum algorithms«, the advantages of quantum computing are now to be used for an optimization problem in energy economics.


Press Release / 28.9.2020

Using Statistics and AI to Combat Billing Fraud in the Healthcare Sector

Billing fraud committed by contract physicians or outpatient nursing services has been the focus of investigations and media discussion in the healthcare sector for years. The Fraunhofer ITWM supports the efficient clarification with new methods.


Article / 3.7.2020

How We Welcome and Support Women’s Career

We offer our employees helpful support in reconciling family and career, including a day-care centre directly at the institute, a parent-child office in case of care shortages and flexible working hours. In addition to scientific excellence and development opportunities, these aspects also play a role in the proportion of women at the Institute. Our department of Financial Mathematics shines with a female share of 50 percent.


Annual Report 2018/19

Take a look at our latest annual report. Find current highlights and projects of our department.