It’s about knowledge - Research Cooperation
Research projects for the cooperation involve mathematical modeling for the financial markets with state of the art methods, machine learning techniques and data-driven implementation. The focus is to provide solutions for quantitative finance problems.
- Academia - strong relations to academic cooperation partners include:
- Ludwig Maximillian University Munich (Prof. Fries – QuantLab for Financial Math)
- University of Verona (Prof. Gnoatto – Financial Math)
- University of Cape Town (Prof. Taylor, Prof. McWalter – Financial Math)
- Kings College London (Prof. Horvath – Financial Math)
- University of Wuppertal (Prof. Ehrhardt / Prof. Günther, Computational Finance)
- Topics
- Option Pricing, Calibration and Hedging
- Machine Learning and its applications in Finance
- Proxies and Structures (Time Series, Smiles, Yield Curves, ...)
- Numerical Methods (ODE/PDE, Simulation, Transforms, ...)
- Accelerating and extending current methods
- Model Validation and Systemic Risk
- Conferences – personal contact to organizers include:
- WBS (Quant Conference, Machine Learning Conferences, MLI)
- KNect (Quant Minds, Risk Minds Europe/North America/Asia/Africa)
- PyData (The Python and Tech event)
- RISK (AI Conference)
- MathFinance
- ICCF - International Conference on Computational Finance
- Demonstrate strong relevance and skillset of the cooperation partners of BUW
