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)
 Geometric aspects in pathwise stochastic analysis and related topics (>> more)
Project Head: P. Friz
September 1, 2016 - August 31, 2022
 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, W. Schröder
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 CompetitionLeibniz 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
 Research and development 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
Berliner Kompetenzzentrums für Maschinelles Lernen (BZML)Berliner Kompetenzzentrums für Maschinelles Lernen (BZML)
 Adaptive Topological Data Analysis
Project Head: V. Spokoiny
August 1, 2018 - July 31, 2022
ERC Starting GrantERC Starting Grant
 Rough path theory, differential equations and stochastic analysis
Project Head: P. Friz
September 1, 2010 - September 30, 2016
ERC Consolidator GrantERC Consolidator Grant
 Geometric aspects in pathwise stochastic analysis and related topics (>> more)
Project Head: P. Friz
September 1, 2016 - August 31, 2022
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
FOR 2402: Rough paths, stochastic partial differential equations and related topicsFOR 2402: Rough paths, stochastic partial differential equations and related topics
 Numerical analysis of rough PDEs (>> more)
Project Head: Ch. Bayer, J. G. M. Schoenmakers, R. Kruse
July 15, 2016 - February 28, 2023
High Dimensional Non Stationary Time SeriesHigh Dimensional Non Stationary Time Series
 Structuring high-dimensional time series (>> more)
Project Head: V. Spokoiny
October 1, 2013 - May 30, 2022
Stochastic Analysis in InteractionStochastic Analysis in Interaction
 Numerics for rough paths and SPDEs
Project Head: Ch. Bayer
April 1, 2020 - March 31, 2023
 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: P. Friz, 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: P. Friz
June 1, 2014 - May 31, 2017
The Berlin Mathematics Research Center MATH+The Berlin Mathematics Research Center MATH+
 Random Alloy Fluctuations in Semiconductors (>> more)
Project Head: Ch. Bayer, Th. Koprucki
January 1 - December 31, 2021
 Analysis of brain signals by Bayesian Optimal Transport (>> more)
Project Head: P. Dvurechensky, V. Spokoiny
January 1, 2021 - December 31, 2022
 Stochastic and rough aspects in deep neural networks (>> more)
Project Head: Ch. Bayer, P. Friz
January 1, 2021 - December 31, 2022
 On robustness of deep neural networks (>> more)
Project Head: Ch. Bayer, P. Friz
January 1, 2019 - December 31, 2020
 Model-based geometry reconstruction from TEM images (>> more)
Project Head: Th. Koprucki, K. Tabelow
January 1, 2019 - December 31, 2021
 Quantitative tissue pressure imaging via PDE-informed assimilation of MR data (>> more)
Project Head: A. Caiazzo, K. Tabelow, I. Sack (Charité)
January 1, 2022 - December 31, 2023
 Optimal transport for imaging (>> more)
Project Head: P. Dvurechensky, M. Hintermüller, V. Spokoiny
January 1, 2019 - June 30, 2022
 Mathematical Framework for MR Poroelastography (>> more)
Project Head: A. Caiazzo, K. Tabelow, I. Sack (Charité)
January 1 - December 31, 2021
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