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Project Details

Institution

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Weierstraß-Institut für Angewandte Analysis und Stochastik (WIAS)
Forschungsgruppe Stochastische Algorithmen und Nichtparametrische Statistik

Address Anton-Wilhelm-Amo-Straße 39
10117 Berlin
Deutschland

GERiT This institution in GERiT

10117 Berlin

Projects

Priority Programmes
- Completed projects
  - Structural adaptive smoothing procedures with applications in imaging and time series
    (Applicant Spokoiny, Vladimir )
Research Grants
- Current projects
  - COFNET: Compositional functions networks - adaptive learning for high-dimensional approximation and uncertainty quantification
    (Applicant Eigel, Martin )
  - Recursive and sparse approximation in reinforcement learning with applications
    (Applicants Bayer, Christian ; Belomestny, Denis ; Spokoiny, Vladimir )
- Completed projects
  - Rough stochastic volatility and related topics
    (Applicants Bayer, Christian ; Friz, Peter Karl )
Research Units
- Completed projects
  - FOR 2402: Rough Paths, Stochastic Partial Differential Equations and Related Topics
    (Spokesperson Friz, Peter Karl )
  - Numerical analysis of rough PDEs
    (Applicants Bayer, Christian ; Kruse, Raphael ; Schoenmakers, John )
CRC/Transregios
- Current projects
  - Microstructural foundations of rough volatility models
    (Project Heads Bayer, Christian ; Horst, Ulrich ; Kreher, Dörte )
  - Signature methods for optimal control in finance
    (Project Heads Bank, Peter ; Bayer, Christian )
  - Statistical learning from path observations
    (Project Heads Améndola Cerón, Carlos ; Bayer, Christian ; Reiß, Markus )
International Research Training Groups
- Current projects
  - GRK 2544: Stochastic Analysis in Interaction
    (Spokesperson Bank, Peter )

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