Presentations

Practical presentations

Winter semester 2024/2025:

Summer semester 2024:

  • Consisco: "Aktuarielle Plattform", Software und Aktuarwissenschaften, Thur., 11.07.2024, 12:15
  • EY: Mathematik trifft Beratung, Wed., 26.06.2024, 14:00-15:30, TGS Haus 1 a/b 303

Winter semester 2023/24:

  •  PwCFinanzmathematik über den Dächern Berlins - Vorträge aus der Praxis, Mo., 11.12.2023

Summer semester 2023:

Winter semester 2022/23:

Summer semester 2022:

  • Dr. Hien Pham Thu (Upvest): Fractional Trading: opportunities and risks, Mi., 11.05.2022, 945 WH C

Winter semester 2021/22:

  • Deloitte: Derivate-Bewertung und Kreditrisiken – Beispiele aus der Praxis, Mo., 20.12.2021, 14 Uhr online
  • S-Kreditpartner: Quantitative Methoden im Risikocontrolling, Mo., 20.12.2021, 16 Uhr online

Summer semester 2021:

Winter semester 2020/21: 

Winter semester 2019/20:

 Summer semester 2019:

“Mathematics” Research Seminar

February 2025

  • Alla Petukhina (HTW Berlin), Day-ahead probability forecasting for redispatch 2.0 measures, Mi, 12.02.2025, 16:00 - 17:00, TGS, Room - TGS House 1a/b 401, (Zoom-Link)

January 2025 

  • Ralf Lenz (HTW Berlin),  TBA, Mi, 15.01.2025, 16:00 - 17:00, TGS, Room - TGS House 1a/b 411, (Zoom-Link)

December 2024

  • Marco Piazza (Universität Mailand-Bicocca), Explainable Artificial Intelligence for identifying profitability predictors in Financial Statements , Mi, 11.12.2024, 16:00 - 17:00, TGS, Room - TGS House 1a/b 401, (Zoom-Link)

November 2024

  • Achim Koberstein (Europa-Universität Viadrina), The stochastic liner shipping fleet repositioning problem with uncertain container demands and travel times (Link), Mi, 13.11.2024, 16:00 - 17:00, TGS, Room - TGS House 1a/b 401, (Zoom-Link)

Oktober 2024

  • Christina Erlwein-Sayer (HTW Berlin), Alla Petukhina (HTW Berlin), Sakir Kepezkaya (HTW Berlin), Sentiment analysis in an LSTM deep learning approach for forecasting volume in fractional trading, (Zoom-Link)
  • Natalie Packham (HWR Berlin), Sami Alkhoury (HWR Berlin), Valuing Real Estate Portfolios with Machine Learning Using Geospatial and Macroeconomic Data, Mi, 16.10.2024, 16:00 - 17:00, TGS, Room - TGS House 1a/b 411, (Zoom-Link)

July 2024

  • Christina Erlwein-Sayer (HTW Berlin), Green Bonds and Environmental Scores: analysing impact and factors of environmental performance, Mi, 10.07.2024, 16:00 - 17:00, TGS, Room - TGS House 1a/b 323, (Zoom-Link)

June 2024

  • Irina Maksimenko (HTW Berlin), Kalman filtering in aircraft trajectory processing, Mi, 12.06.2024, 16:00 - 17:00, TGS, Room - TGS House 1a/b 323, (Zoom-Link)

May 2024

  • Georg Keilbar (Humboldt University Berlin), Tests for Many Treatment Effects in Regression Discontinuity Panel Data Models (Link), Mi, 15.05.2024, 16:00 - 17:00, TGS, Room - TGS House 1a/b , 323, (Zoom-Link)

April 2024

  • Ambros Gleixner (HTW Berlin), Branch and Cut for Partitioning a Graph into a Cycle of Clusters (Link), Mi, 10.04.2024, 16:00 - 17:00, TGS, Room - TGS House 1a/b 323, (Zoom-Link).

 

February 2024

  • Ralf Wunderlich (BTU Cottbus-Senftenberg),  MONES - Mathematische Methoden für die Optimierung von Nahwärmenetzen und Erdwärmespeichern (Link), Mi, 14.02.2023, 16:00 - 16:45, TGS, Room - TGS 411

January 2024

  • Alla Petukhina (HTW Berlin), Multivariate probabilistic forecasting of electricity prices with trading applications (Link), Mi, 17.01.2024, 16:00 -16:45, TGS, Room - TGS 411

December 2023

  • Paweł Sakowski (Universität Warschau), Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies (Link), Mi, 13.12.2023, 16:00 -16:30, TGS, Room - TGS 411
  • Robert Ślepaczuk (Universität Warschau),  Daily and intraday application of various architectures of the LSTM model in algorithmic investment strategies on Bitcoin and the S&P 500 Index (Link), Mi, 13.12.2023, 16:30 -17:00, Room - TGS 411

November 2023

  • Mai Phan (HTW Berlin), Regime dependent jump frequencies in cryptocurrency log returns, Mi, 22.11.2023, 16:30 - 17:00, TGS, Room - TBA, (Zoom-Link)
  • Francis Liu (HWR Berlin), On Crypto Traders' Preferences toward Jumps, , Mi, 22.11.2023, 17:00 - 17:30, TGS, Room - TBA, (Zoom-Link)

July 2023

  • Natalie Packham (HWR Berlin), Explainable ML for risk factor detection, Mi, 12.07.2023

June 2023

  • Ambros Gleixner (HTW Berlin), Price-and-verify: a new algorithm for recursive circle packing using Dantzig–Wolfe decomposition (Article), Mi, 14.06.2023

May 2023

  • Kamil Domagala (HTW Berlin, Investitionsbank Berlin) Was haben das BGB, strukturierte Zinsderivate und nachhaltige Finanzierungsformen gemeinsam?, Mi, 17.05.2023

April 2023

  • Ratmir Miftachov  (Humboldt Universität zu Berlin)  "Shapley Curves: A Smoothing Perspective", Mi, 19.04.2023

February 2023

  • Mohammed Ghannam (HTW Berlin): "Branch-and-Price for the Vehicle Routing Problem", Mi, 08.02.2023

January 2023

  • Mai Phan (HTW Berlin): "Regime dependent jumps frequencies in cryptocurrencies log returns", Mi., 18.01.2023

December 2022

  • Wei Li (National University of Singapore): "A Data-driven Case-based Reasoning in Bankruptcy Prediction", Sa., 10.12.2022

November 2022

  • Karel Kozmik (Charles University in Prague, Faculty of Mathematics and Physics): "Multivariate Crypto-portfolio Optimization", Mi., 09.11.2022 

October 2022

  • Daniel Traian Pele (Bucharest Academy of Economic Studies) Financial risk meter for the Romanian stock market 

July 2022

  • Lili Jovanka Matic, HU Berlin (mit N Packham, HWR Berlin und WK Härdle, HU Berlin): "Hedging Cryptocurrency Options" 

June 2022

  • Kainat Khowaja, HU Berlin (mit Scornet E, Ecole Polytechnique): A particular aspect of interpretability in finance: variable importance measures of random forests

May 2022

  • Christina Erlwein-Sayer: Modellierung von Corporate Credit Spreads – Einbindung von Hidden Markov Modellen in Neuronale Netze

April 2022

  • Ambros Gleixner (in Co-Autorenschaft mit Daniel E. Steffy, Kati Wolter): Algorithms for Exact Linear Programming over the Rational Numbers

January 2022

  • Alla Petukhina (in Co-Autorenschaft mit Yegor Klochkov, Wolfgang Karl Härdle und Nikita Zhivotovskiy): Robustifying Markowitz

April 2020

  • Marc Schattenberg (Deutsche Bank, Martin-Luther-Universität Halle-Wittenberg): Dynamische Faktormodelle - Grundlagen und Fallstudie
  • Kamil Domagala (Investitionsbank Berlin, HTW Berlin, Martin-Luther-Universität Halle-Wittenberg): Estimating the Mean-Reversion in the HW1F-Model

November 2018

  • Marc Hasenbeck: Kalman Filter, Grundlagen und Anwendung
  • Kamil Domagala: Kalibrierung des Hull-White-Modells
  • Manfred Jäger-Ambrozewicz: Faktorduration in affinen Zinsstrukturmodellen

July 2018

  • Kamil Domagala: Aspekte des Hull-White-Modells
  • Rene Zink: Anwendung des Perron-Frobenius Theorems in der Finanzmathematik und der Finanzmarktstatistik
  • Manfred Jäger-Ambrozewicz: Die Quantilsregression in der quantitativen Finanzmarktanalyse