Humboldt-Universität zu Berlin - Faculty of Mathematics and Natural Sciences - Department of Mathematics

Video/"Poster"-section

This webpage contains selected Video/Poster-contributions from participants:

 

  • Julia Ackermann (U Giessen): Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models.
    (video), (poster), (preprint)
  • Cassandra Übel (HU Berlin): A cross-border market model with limited transmission capacities. (video) and (slides)
  • Despoina Makariou (LSE): A random forest based approach for predicting spreads in the primary catastrophe bond market. https://doi.org/10.1016/j.insmatheco.2021.07.003 (article)