Projects per year
Fingerprint
Collaborations and top research areas from the last five years
Persons
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Nicolai Amann
- Faculty of Business, Economics and Statistics, Department of Statistics and Operations Research - Postdoc
Person: Academic staff
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Xandro Bayer
- Faculty of Business, Economics and Statistics, Department of Statistics and Operations Research - Predoc
Person: Academic staff
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Immanuel Bomze
- Faculty of Business, Economics and Statistics, Department of Statistics and Operations Research - External lecturer
Person: Academic staff
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Artificial Intelligence in Rowing
Hautsch, N., Baca, A., Scharhag, J., Möller, T., Hochmeister-Postl, M. & Schönfelder, P.
1/07/22 → 30/06/25
Project: Research funding
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Classification - Preprocessed and high-dimensional data sets
1/09/21 → 31/08/25
Project: Research funding
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Supersmooth functional data analysis and PCA-Preprocessing
22/07/21 → 21/07/25
Project: Research funding
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Dependence Structures in Modeling Distaster Dynamics
Pflug, G., 10 Mar 2025, (Accepted/In press) Proceedings Dynamics of Disasters (DOD 2024). Springer, 11 p. (Springer Optimization and Its Applications).Publications: Contribution to book › Contribution to proceedings › Peer Reviewed
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Joint calibration to SPX and VIX options with signature-based models
Cuchiero, C., Gazzani, G., Möller, J. O. & Papariello-Svaluto-Ferro, S., Jan 2025, In: Journal of Mathematical Finance. 35, 1, p. 161-213 53 p.Publications: Contribution to journal › Article › Peer Reviewed
Open Access -
Nonparametric spectral density estimation using interactive mechanisms under local differential privacy
Butucea, C., Klockmann, K. & Krivobokova, T., Mar 2025, (In preparation).Publications: Working paper
Activities
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Vienna Congress on Mathematical Finance
Christa Cuchiero (Organiser)
Jul 2025 → …Activity: Academic events › Organisation of ...
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Workshop on “Neural dynamical systems for time-series data”,
Christa Cuchiero (Organiser)
Apr 2025Activity: Academic events › Organisation of ...
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Nonparametric spectral density estimation under local differential privacy
Karolina Klockmann (Speaker)
19 Dec 2024Activity: Talks and presentations › Talk or oral contribution › Science to Science
Prizes
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ACQuFRR Financial Mathematics Team Challenge
Papariello-Svaluto-Ferro, Sara (Recipient), 2017
Prize: Prize, award or honor
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Bruti-Liberati Visiting Fellowship in Sydney
Cuchiero, Christa (Recipient), 2018
Prize: Prize, award or honor
Press/Media
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ORF Ö1 Radiokolleg, Thema: Transaktionssteuer
18/12/17
1 Media contribution
Press/Media: Expert Comment
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