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

Mark-Oliver Wolf is researching.

Calibration Methods in Financial Market Applications

Philipp Mahler is researching.

Change Point Detection for Integer Time Series

Florian Schirra is researching.

Modeling Aspects and Methods for Applications in the Energy Markets

Christoph Gärtner is researching.

Generative Machine Learning Methods in Decision Support

Renate Ernst is researching.

Topics of our Former Doctoral Students and Post-Docs

Quantum Computing for the Calculation of Solvency Capital Requirements

Tom Ewen did the research.

Stochastic Optimization Problems in Trading with Renewable Energies

Ria Grindel did the research.

Durability: Stochastic and ML-based Modeling

Simon Schnürch did the research.

Detection of Abnormalities by Means of Autoencoders

Robert Sicks did the research.

Prediction of the yield curve

Franziska Diez did the research.

Price Modelling of Agricultural Commodities under Consideration of External Factors

Prilly Oktoviany did the research.