Mathematics for economics and finance

keywords: Defaultable bonds, Green finance, Multi-dimensional optimal stopping problems.

keywords: Continuous time stochastic processes,, Stylized models for financial markets, Discrete time models for asset pricing, Market microstructure, High-frequency systemic instabilities Read more

keywords: management science, business analytics, sustainable mobility, optimization for logistics, optimization for human resources, combinatorial optimization, mathematical programming, optimization on graph, exact methods, heuristic methods Read more

keywords: mathematical physics, statistical mechanics, disordered and complex systems, machine learning and artificial intelligence, statistical inference and inverse problems, data science for social and economical sciences Read more

keywords: Quantitative finance,, High frequency finance, Market microstructure, Financial networks, Systemic risk, Financial econometrics, Data science for economics and finance Read more

keywords: Stochastic analysis, Stochastic (ordinary and partial) differential equations, Hypoelliptic equations, Kolmogorov-Fokker-Planck equations, Optimal stopping and free boundary problems Read more

keywords: Statistical Mechanics, Spin Glasses, Neural Networks, Random Graphs, Quantitative Finance, Statistical Inference, Machine Learning Read more