Reuter, Peter Moritz
Scope and Limitations of Market Generators
Masterarbeit
2024

Brunn, Robin
Price Trend Prediction Using a Convolutional Neural Network
Masterarbeit
2024

Hu, Wenshuang
Mortality heterogeneity and biological age
Masterarbeit
2024

Niadbaila, Valeria
Versicherungsjahrabhängiges Storno in der privaten Krankenversicherung - Herleitung der Wahrscheinlichkeiten und Einfluss auf die ökonomische Bewertung in der Projektion
Masterarbeit
2024

Escobar M., Yang Y.J., and Zagst R.
Multivariate Affine GARCH in portfolio optimization. Analytical solutions and Applications
Working Paper submitted for publication
2024

Milzarek, Andre;Schaipp, Fabian;Ulbrich, Michael
A Semismooth Newton Stochastic Proximal Point Algorithm with Variance Reduction
SIAM Journal on Optimization
2024
34
1
1157-1185

Ulbrich, Michael;Fritz, Julia
On generalized Nash equilibrium problems in infinite-dimensional spaces using Nikaido–Isoda type functionals
Optimization Methods and Software
2024
1-31

Milz, Johannes;Ulbrich, Michael
Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization
SIAM Journal on Optimization
2024
34
1
844-869

Yu, Shiqing; Drton, Mathias; Shojaie, Ali
Interaction Models and Generalized Score Matching for Compositional Data
1-25
Proceedings of Machine Learning Research
The 2nd Learning on Graphs Conference
2024

Böhm, Andreas
On Price Formation in Prediction Markets
Masterarbeit
2024