Fields of Acitivty / Competences
- Monte-Carlo methods, especially Multilevel and Markov chain
- Time series analysis and forecasting
- Loss extrapolation
- 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).