Profile of Ria Grindel

Fields of Acitivty / Competences

• Monte-Carlo methods, especially Multilevel and Markov chain
• Time series analysis and forecasting
• Loss extrapolation

 

Publications

Major Publications

• Grindel, R.; Hinderks, W.; Wagner, A.:
  Application of Continuous Stochastic Processes in Energy Market Models.
  Mathematical Modelin, Simulation and Optimization for Power Engineering an Management, Pages 25-50, (2021).
• Grindel, R.:
  Multilevel Monte Carlo for Continuous Time Markov Chains, with Application in Biochemical Kinetics.
  Masterthesis, University Mannheim, (2017).