Escobar M., Spies B., and Zagst R.
Do Jumps Matter in Discrete-Time Portfolio Optimization?
Working Paper submitted for publication
2024

Moritz Jaud
Integrating D-vine regression models and neural network approaches for conditional quantile estimation with financial application
Masterarbeit
2024

Frank, Martin;Holzberger, Fabian;Horvat, Medeea;Kirschke, Jan;Mayr, Matthias;Muhr, Markus;Nebulishvili, Natalia;Popp, Alexander;Schwarting, Julian;Wohlmuth, Barbara
Numerical simulation of endovascular treatment options for cerebral aneurysms
GAMM-Mitteilungen
n/a
n/a
e202370007

Beddrich, Jonas;Gupta, Shubhangi;Wohlmuth, Barbara;Chiogna, Gabriele
The importance of topographic gradients in alpine permafrost modeling
Advances in Water Resources
2022
170
104321

Giannakopoulos, Yiannis;Grosz, Alexander;Melissourgos, Themistoklis
On the Smoothed Complexity of Combinatorial Local Search
The 51st EATCS International Colloquium on Automata, Languages, and Programming (ICALP)
Tallinn, Estonia
Schloss Dagstuhl – Leibniz-Zentrum für Informatik
2024

Gantert, Nina;Michel, Fabian;Reis, Guilherme H. de Paula
Interacting edge-reinforced random walks
Latin American Journal of Probability and Mathematical Statistics
2024
21
2
863

Maier, Markus
Parametric cyber insurance and its potential to close the cyber protection gap
Bachelorarbeit
2024

Duswald, Tobias;Keith, Brendan;Lazarov, Boyan;Petrides, Socratis;Wohlmuth, Barbara
Finite elements for Matérn-type random fields: Uncertainty in computational mechanics and design optimization
Computer Methods in Applied Mechanics and Engineering
2024
429
117146

Souissi, Mohamed Omar
Sensitivity of Reinsurance Portfolio Values to Incidence Curve Shifts: Analyzing Change Risk in Mortality Rates for Surplus Reinsurance Products
Bachelorarbeit
2024

Göbler, Konstantin; Drton, Mathias; Mukherjee, Sach; Miloschewski, Anne
High-dimensional undirected graphical models for arbitrary mixed data
Electronic Journal of Statistics
2024
18
1
Jun
2339–2404