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Professor Dr. Denis Belomestny

Address Universität Duisburg-Essen
Campus Duisburg
Fakultät für Mathematik
Forschungsgebiet Mathematische Informatik
Forsthausweg 2
47057 Duisburg

Projects

As Applicant
- Current projects
  - Recursive and sparse approximation in reinforcement learning with applications (Research Grants)
- Completed projects
  - Solving optimal stopping problems and reflected backward stochastic differential equations by convex optimization and penalization (Priority Programmes)
  - Bayesian inference for generalised tempered stable Levy processes. (Research Grants)
As Project Head
- Completed projects
  - Calibration and Pricing errors in Risk management (Collaborative Research Centres)
  - Calibration errors in risk management (Collaborative Research Centres)
  - Statistical modeling of high-resolution spectro-temporal audio data in hearing aids (Collaborative Research Centres)
  - Statistical inference for complex dynamical models in empirical finance (Collaborative Research Centres)
As Co-Investigator
- Completed projects
  - High-dimensional statistics for point and jump processes (Research Grants)
  - Simulation and Estimation of General Tempered Lévy Distributions (Research Grants)

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