Projects

Shown are all completed projects (since 2008). A list of currently funded projects can be found here .

EU (FP7, Horizon 2020)EU (FP7, Horizon 2020)
 Massive Sets of Heuristics (>> more)
January 1, 2010 - December 31, 2011
 Rough path theory, differential equations and stochastic analysis
Project Head: P. Friz
September 1, 2010 - September 30, 2016
 DFG Individual Grants Program
 Rough stochastic volatility (>> more)
Project Head: Ch. Bayer, P. Friz
September 1, 2015 - August 31, 2018
 Evaluation of hypotheses and development of a reference data system for the condition of forest ecosystems by means of long-term data from forest monitoring (SPO 668)
Project Head: V. Spokoiny, Schröder, Winfried
July 1, 2007 - June 30, 2009
 Statistical inference methods for behavioral genetics and neuroeconomics (>> more)
Project Head: D. Schunk (Johannes Gutenberg-Universität Mainz)
January 1, 2014 - June 30, 2015
 BMBF Program "KMU-innovativ"
 DNA methylation signatures as innovative biomarkers for the quantitative and qualitative analysis of immune cells (>> more)
Project Head: K. Tabelow
February 1, 2014 - May 31, 2016
 Leibniz Competition
 ECONS: Evolving Complex Networks - Regional resource management under the conditions of environmental and demographic change
Project Head: V. Spokoiny
January 1, 2010 - December 31, 2012
 Multiplicity, model validation, and reproducibility in high-dimensional microarray data (>> more)
Project Head: V. Spokoiny
January 1, 2010 - December 31, 2012
 Further Funded Projects
 Development, implementation, and calibration of multiple-curve interest rate models and evaluation of corresponding interest rate products
Project Head: J. G. M. Schoenmakers
March 1, 2015 - May 31, 2016
ERC Starting GrantERC Starting Grant
 Rough path theory, differential equations and stochastic analysis
Project Head: P. Friz
September 1, 2010 - September 30, 2016
FOR 1735: Structural Inference in Statistics: Adaptation and EfficiencyFOR 1735: Structural Inference in Statistics: Adaptation and Efficiency
 Multiple testing under unspecified dependency structure (>> more)
Project Head: V. Spokoiny, G. Blanchard (Universität Potsdam), T. Dickhaus (Universität Bremen)
April 1, 2012 - March 31, 2018
 Semiparametric structural analysis in regression estimation (>> more)
Project Head: V. Spokoiny, N. Neumeyer (Universität Hamburg)
April 1, 2012 - March 31, 2018
IRTG 1792: High Dimensional Non Stationary Time SeriesIRTG 1792: High Dimensional Non Stationary Time Series
 A1: Structuring high-dimensional time series (>> more)
Project Head: V. Spokoiny
October 1, 2013 - September 30, 2017
Research Center MATHEON - Mathematics for Key Technologies (2014-2018)Research Center MATHEON - Mathematics for Key Technologies (2014-2018)
 OT7: Model-based geometry reconstruction of quantum dots from TEM (>> more)
Project Head: Th. Koprucki, K. Tabelow
June 1, 2017 - December 31, 2018
 SE7: Optimizing strategies in energy and storage markets (>> more)
Project Head: J. G. M. Schoenmakers, V. Spokoiny
June 1, 2014 - May 31, 2017
 S17: Stochastic methods for the analysis of lithium-ion batteries (>> more)
Project Head: W. Dreyer, P. Friz, C. Guhlke, J.-D. Deuschel
June 1, 2017 - December 31, 2018
 SE22: Decisions in energy markets via deep learning and optimal control (>> more)
Project Head: J. G. M. Schoenmakers, V. Spokoiny
June 1, 2017 - December 31, 2018
 SE8: Stochastic methods for the analysis of lithium-ion batteries (>> more)
Project Head: W. Dreyer, P. Friz
June 1, 2014 - May 31, 2017
DFG Research Center MatheonDFG Research Center Matheon
 Image and signal processing in medicine and biosciences (>> more)
Project Head: J. Polzehl, V. Spokoiny
June 1, 2002 - May 31, 2014
Statistical and numerical methods in modeling of financial derivatives and valuation of portfolio riskStatistical and numerical methods in modeling of financial derivatives and valuation of portfolio risk
Project Head: J. G. M. Schoenmakers, V. Spokoiny
June 1, 2002 - May 31, 2014
SFB 649: Economic Risk (since 2005)SFB 649: Economic Risk (since 2005)
 Structural Methods in Risk Modeling (>> more)
Project Head: V. Spokoiny
January 1, 2005 - December 31, 2016
 Structure-adaptive data analysis (>> more)
Project Head: V. Spokoiny
January 1, 2005 - December 31, 2012
 Calibration and pricing errors in risk management (>> more)
October 1, 2007 - December 31, 2012