Conference Talks of Ralf Wunderlich

1. Stochastic Optimal Control of a Thermal Energy Storage
   Workshop Mathematik in Forschung und Lehre, Eyba, September 23-25, 2019
2. Power Utility Maximization in a Dynamic Black Litterman Model
   43rd Annual Meeting of the AMASES, Perugia, September 9-11, 2019
3. Stochastic Optimal Control Problems for an Energy Storage
   University of Rome Tor Vergata, September 6, 2019
4. Stochastic Optimal Control Problems for an Energy Storage
   Alpen-Adria Universität Klagenfurt, September 3, 2019
5. Stochastic Optimal Control Problems for an Energy Storage
   SIAM Conference on Control and Its Applications, Chengdu (China), June 19 - 21, 2019
6. Diffusion Approximations for Expert Opinions and Power Utility Maximization in a Financial Market with Gaussian Drift
   SIAM Conference on Financial Mathematics & Engineering, Toronto, June 4-7, 2019
7. Decisions Under Uncertainty - A Stochastic Optimal Control Problem for an Energy Storage
   AIMS Centre Cameroon, Limbe, April 18, 2019
8. Power Utility Maximization in a Continuous-Time Black Litterman Model
   Stochastic Modeling and Control, Bedlewo (Poland), February 11-15, 2019
9. High-Frequency Expert Opinions and Power Utility Maximization in a Market with Gaussian Drift
   Stochastic Analysis, Financial and Insurance Mathematics (SAFIM), Accra (Ghana), August 20-24, 2018
10. High-Frequency Expert Opinions and Power Utility Maximization in a Market with Gaussian Drift
    10th World Congress of The Bachelier Finance Society, Dublin, July 16-20, 2018
11. On Some Stochastic Optimal Control Problems for an Energy Storage Facility
    Helmut Schmidt Universität Hamburg, May 8, 2018
12. Stochastic Optimal Control of Energy Storages & Model Reduction
    ZHAW Winterthur, March 21, 2018
13. High-Frequency Expert Opinions and Power Utility Maximization in a Market with Gaussian Drift
    Wroclaw University of Science and Technology, March 13, 2018
14. A credit risk model with a switching barrier and asymmetric information
    Workshop Mathematik in Forschung und Lehre, Waschleithe, September 12-14, 2017
15. Dynamische Entscheidungsprobleme unter Unsicherheit: Ein stochastisches optimales Steuerungsproblem für einen Energiespeicher
    BTU Cottbus-Senftenberg, Energiewirtschaftliches Forschungsseminar, May 18, 2017
16. Expert Opinions and Utility Maximization in a Market with Partially Observable Gaussian Drift
    Workshop on Stochastic Models and Control, Trier, March 22-24, 2017
17. Decisions Under Uncertainty - A Stochastic Optimal Control Problem for an Energy Storage
    AIMS Centre Cameroon, Limbe, March 14, 2017
18. Decisions Under Uncertainty - A Stochastic Optimal Control Problem for an Energy Storage
    DFG-AIMS Workshop on Incomplete Market Methods Applied to Weather and Agricultural Risks (IMMAWA), AIMS Centre Tanzania, Bagamoyo, February 20--24, 2017
19. Expert Opinions and Utility Maximization in a Market with Partially Observable Gaussian Drift
    10th International Conference on Computational and Financial Econometrics (CFE 2016), Seville, December 9-11, 2016
20. Partially Observable Stochastic Optimal Control Problems for an Energy Storage
    Vienna Congress on Mathematical Finance, September 12-14, 2016
21. Partially Observable Stochastic Optimal Control Problems for an Energy Storage
    Conference on the Mathematics of Energy Markets, Vienna, July 5-7, 2016
22. Expert Opinions and Maximizing Power Utility in a Market with Gaussian Drift
    12th German Probability and Statistics Days, Bochum, 1.–4.3. 2016
23. Partially Observable Stochastic Optimal Control Problems for an Energy Storage
    KIT Karlsruhe, Research Seminar, 19.1. 2016
24. Expert Opinions and Dynamic Portfolio Optimization Under Partial Information
    Johannes Kepler University Linz, SFB Kolloquium, 23.6. 2015
25. Expert Opinions and Dynamic Portfolio Optimization Under Partial Information
    Vienna University of Economics and Business, Institute for Statistics and Mathematics, Research Seminar, 19.06. 2015
26. Partially Observable Stochastic Optimal Control Problems for an Energy Storage
    Second Conference on Stochastics of Environmental and Financial Economics Oslo, 20.-24.-4. 2015
27. Partially Observable Stochastic Optimal Control Problems for an Energy Storage
    Workshop on Stochastic Models and Control, Kaiserslautern, 18.-20.3. 2015
28. Expert Opinions and Optimal Portfolio Strategies under Partial Information
    8th International Conference on Computational and Financial Econometrics (CFE 2014), Pisa, Italy, 6.-8.12. 2014
29. On Some Stochastic Optimal Control Problems for an Energy Storage Facility
    Third International Conference on Numerical Analysis and Approximation Theory, Cluj-Napoca, Romania, 17.-20.9. 2014
30. Dynamic Programming Equations for Portfolio Optimization under Partial Information with Expert Opinions
    8th World Congress of the Bachelier Finance Society, Brussels, 2.-6.6. 2014
31. Dynamic Portfolio Optimization with Bounded Shortfall Risks
    Scientific Day of the German Actuarial Society Bonn, 30.4. 2014
32. On Some Stochastic Optimal Control Problems for an Energy Storage Facility
    11th German Probability and Statistics Days, Ulm, Germany, 4.-7. 3. 2014,
33. Optimal Portfolios in Financial Markets with Unobservable Markov-Modulated Drifts
    International Workshop on Regime-Switching Models in Finance: Statistics and Optimization, Kaiserslautern, Germany, 22.-23. 11. 2013
34. Dynamic Portfolio Optimization under Partial Information with Expert Opinions
    Third Buea International Conference on the Mathematical Sciences, Buea, Cameroon, 30.4 - 3.5 2013
35. Dynamic Portfolio Optimization under Partial Information and Risk Constraints
    Guest Lectures at the Buea Summer School on Financial and Actuarial Mathematics with Applications, Buea, Cameroon, 22.4 - 3.5 2013
36. Dynamic Programming Equations for Portfolio Optimization under Partial Information with Expert Opinions
    Workshop on Stochastic Models and Control, Berlin, 18.-23.3. 2013
37. Optimal portfolio strategies under partial information with expert opinions
    Research Seminar, Wirtschaftsuniversität Wien, 7.12.2012
38. Optimal Portfolio Policies under Bounded Expected Loss and Partial Information
    Workshop on Insurance and Financial Mathematics, Hannover, 8.6.2012
39. Dynamic Programming Equations for Portfolio Optimization under Partial Information with Expert Opinions
    10th German Probability and Statistics Days, Mainz, 6-9.3.2012
40. Dynamic portfolio optimization under partial information with expert opinions
    Montreal Seminar of Actuarial and Financial Mathematics, Montreal, Canada, 2.9. 2011
41. Dynamische Portfolio-Optimierung mit partieller Information und beschränktem Ausfallrisiko
    DAA-Workshop für junge Mathematikerinnen und Mathematiker, Loccum, 19.-20.8. 2011
42. Optimal portfolio strategies under partial information with expert opinions
    Workshop on Stochastic Models and Control, Bad Herrenalb, 29.3.-1.4. 2011
43. Optimal portfolio strategies under partial information with expert opinions
    International Conference on Optimization, Simulation and Control Ulaanbaatar, Mongolia 25.-28.7. 2010
44. Actuarial Mathematics
    Guest Lectures, National University Ulaanbaatar, Mongolia 19.-23.7. 2010
45. Optimal portfolio strategies under partial information with expert opinions
    Sixth World Congress of the Bachelier Finance Society, Toronto, 22.-26.6. 2010
46. Optimal portfolio strategies under partial information with expert opinions
    5th Workshop on Nonlinear PDEs and Financial Mathematics, Leipzig, 25.-26.3. 2010
47. Optimal portfolio strategies under partial information with expert opinions
    9th German Open Conference on Probability and Statistics, Leipzig, 2.-5.3. 2010
48. On a Stochastic Control Problem in Portfolio Optimization
    Universität Kassel, Oberseminar Analysis und Angewandte Mathematik, 23.09.2009
49. On Dynamic portfolio optimization with bounded shortfall risks
    20th International Symposium of Mathematical Programming (ISMP) Chicago, August 23 - 28, 2009
50. Dynamic portfolio optimization with bounded shortfall risks
    23rd European Conference on Operational Research Bonn, 5.-8.7. 2009
51. On Dynamic Portfolio Optimization under Risk Constraints
    First International Conference on the Mathematical Science, Buea, Cameroon, 12.-17.5. 2009
52. Mathematical Methods of Financial Engineering
    Universite Cadi Ayyad, Marrakech, 25.3.2009
53. Martingale Methods for the Portfolio Optimization under Risk Constraints
    7. GAMM Workshop ''Stochastische Modelle und Steuerung'', Lutherstadt Wittenberg, 16.-19.3. 2009
54. Optimal Portfolio Policies under Bounded Expected Loss and Partial Information
    Fifth World Congress of the Bachelier Finance Society, London, 15.-19.7. 2008
55. Optimal Portfolio Policies under Bounded Expected Loss and Partial Information
    Fraunhofer-Institut für Techno- und Wirtschaftsmathematik ITWM, Kaiserslautern, 8.7. 2008
56. Correcting Tracking Errors for Optimal Portfolios under Partial Information and Bounded Expected Loss
    8th German Open Conference on Probability and Statistics, Aachen, 5.3. 2008
57. On Some Problems in Stochastic Finance
    University of Buea, Cameroon, 4.2. 2008
58. Optimal Investment Strategies under Partial Information and Bounded Shortfall Risk
    ORFE Colloquium, Princeton University, Princeton, 2.10. 2007
59. Computing Optimal Investment Strategies under Partial Information and Bounded Shortfall Risk
    Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance, Wien, 17.-22.9. 2007
60. Computing Optimal Portfolio Policies with Unobservable Markov Modulated Drift Process and Bounded Expected Loss.
    Third Brazilian Conference on Statistical Modelling in Insurance and Finance, Maresias, March 25-30, 2007,
61. Optimal Portfolio Policies under Bounded Expected Loss and Partial Information .
    Johann Radon Institute for Computational and Applied Mathematics (RICAM), Group Seminar, Linz, 13.3. 2007
62. Optimal portfolios with bounded shortfall risk and partial information.
    Operations Research 2006, Karlsruhe, 6.-8.9. 2006
63. Optimal investment strategies under risk constraints.
    21. European Conference on Operational Research, Reykjavik, 2.-5. 7. 2006
64. Portfolio Optimization under Partial Information and Risk Constraints.
    Frankfurter Stochastik Tage, 14.-17.03. 2006
65. Martingale methods for the portfolio optimization with risks constraints.
    Third Conference on Stochastic Analysis and Probability, Marrakesh , 13.-17.12. 2005
66. Optimale Portfolios mit beschränktem Ausfallrisiko.
    Mathematisches Kolloquium der Universität Ulm, 1.12. 2005
67. Portfolio-Optimierung in Finanzmärkten mit unvollständiger Information.
    Workshop Stochastische Analysis, Hetzdorf, 26.-28.9. 2005
68. Portfolio optimization with risk constraints.
    Ulmer Symposium Wirtschaftsphysik, 17.-18.6. 2005
69. Dynamic portfolio optimization with bounded shortfall risks.
    GAMM-Jahrestagung, Luxemburg, 28.3.-01.4. 2005
70. Dynamic optimal portfolios beating the stock market.
    6. GAMM-Workshop Stochastische Modelle und Steuerung, Moritzburg, 15.-18.3. 2005
71. Stationäre Lösungen von Differentialgleichungen mit multiplikativem und additivem Rauschen.
    Workshop Stochastische Analysis, Klingenthal, 27.-29.9. 2004
72. Dynamic portfolio optimization with bounded shortfall risk.
    (with A. Gabih) Workshop Stochastische Analysis, Klingenthal, 27.-29.9. 2004
73. Stochastic finite element methods for randomly perturbed heat equations.
    GAMM-Jahrestagung, Dresden, 21.-27.3. 2004
74. Portfolio-Optimierung mit begrenztem Downside-Risiko unter Risikomaß-Nebenbedingungen.
    Workshop Risikomaße und ihre Anwendungen, Humboldt-Universität Berlin, 1.12. 2003
75. Portfolio-Optimierung mit Ausfallrisiko-Nebenbedingungen.
    Workshop Stochastische Analysis, Bärenstein, 29.9-1.10. 2003
76. Large-scale systems of ODEs containing multiplicative and additive noise.
    5. GAMM-Workshop Stochastische Modelle und Steuerung,
    Lutherstadt Wittenberg, 17.-21.3. 2003
77. Systeme gewöhnlicher Differentialgleichungen mit multiplikativem und additivem Rauschen.
    Workshop Stochastische Analysis, Waldbärenburg, 23.-25.9. 2002
78. Differentialgleichungen mit schwach korrelierten zufälligen Parametern.
    DMV-Jahrestagung, Halle, 15.-21.9. 2002
79. Finite element approximations of random heat equations.
    Magdeburger Stochastik-Tage, Magdeburg, 19.-22.3. 2002
80. FEM-Diskretisierung der Wärmeleitgleichung mit zufälligen Parametern.
    Workshop Stochastische Analysis, Morgenröthe-Rautenkranz, 17.-19.9. 2001
81. Low-dimensional approximations for systems of random differential equations.
    4. GAMM-Workshop Stochastische Modelle und Steuerung,
    Lutherstadt Wittenberg, 02.-06.4. 2001
82. Modellreduktion für Systeme zufälliger Differentialgleichungen.
    DMV-Jahrestagung, Dresden, 17.-22.9. 2000
83. Modellierung und Semidiskretisierung zufälliger Felder.
    Workshop Stochastische Analysis, Schönheide, 25.-27.9. 2000
84. Low-dimensional approximations of random vibration systems.
    GAMM-Jahrestagung, Göttingen, 2.-7.4. 2000
85. Stationary solutions of differential equations with random polynomial nonlinearities.
    Hamburger Stochastik-Tage, Hamburg, 21.-24.3. 2000
86. Systeme von Differentialgleichungen mit zufälligen nichtlinearen Störungen und Modellreduktion.
    Workshop Stochastische Analysis, Seiffen, 27.-30.9. 1999
87. Stationäre Lösungen zufälliger Differentialgleichungen mit polynomialen
    Nichtlinearitäten.
    DMV-Jahrestagung, Mainz, 5.-11.9. 1999
88. Niedrigdimensionale Approximationen zufälliger kontinuierlicher Schwingungssysteme.
    Workshop Stochastische Analysis, Markersbach, 7.-10.9. 1998
89. Random road surfaces and vehicle vibration.
    10th Conference of ECMI, Göteborg, 22.-27.6. 1998
90. Dimensionsreduktion nichtlinearer Schwingungssysteme.
    Münchener Stochastik Tage, 24.-27.3. 1998
91. Reduktionsverfahren für zufällige Schwingungssysteme mit polynomialen
    Nichtlinearitäten.
    Workshop Stochastische Analysis, Markersbach, 9.-12.9. 1997

92. Numerical treatment of nonlinear random vibrations of vehicles.
    5th Mini Conf. on Vehicle System Dynamics, Identification and Anomalies, Budapest, 11.-13.11. 1996

93. Äquivalente Linearisierung für nichtlineare zufällige Schwingungssysteme.
    Workshop Stochastische Analysis, Bärenstein, 27.-30.9. 1996
94. Model reduction of random vibration systems.
    9th Conference of ECMI, Copenhagen, 25.-29.6. 1996

95. Eigenwertprobleme für zufällige Matrizen.
    Freiberger Stochastik-Tage, Freiberg, 26.-29.3. 1996

96. Reduktion zufälliger Schwingungssysteme - Anwendung auf Torsionsschwingungen von Generatorwellen.
    Workshop Stochastische Analysis, Hammerunterwiesenthal, 27.-29.9. 1995
97. Reduktion zufälliger Schwingungssysteme.
    DMV-Jahrestagung, Ulm, 17.-23.9. 1995
98. Nonlinear random vibrations of vehicles.
    ICIAM Conference, Hamburg, 3.-7.7. 1995

99. Nonlinear random vibrations of vehicles.
    Conference on Stochastic Analysis, Bielefeld, 24.-29.10. 1994
100. Nonlinear stochastic vibrations of vehicles.
     8th Conference of ECMI, Kaiserslautern, 6.-10.9. 1994
101. Statistische Verfahren bei gruppierten Daten.
     Statistisches Seminar der Universität Rostock, 7.4. 1993
102. Likelihoodquotiententests bei gruppierten Beobachtungen.
     Statistisches Koll. der Heinrich-Heine-Universität Düsseldorf, 17.4. 1991
103. Likelihoodquotiententests bei gruppierten Beobachtungen.
     Vortrag am Deutschen Krebsforschungszentrum Heidelberg, 4.4. 1991

104. Tests bei gruppierten Beobachtungen.
     Fachtagung Statistische Prozeßanalyse der Kammer der Technik, Frankfurt/Oder, 8.-9.11. 1989