Ref.No: 61510000
Start date: 23.12.2019
End date: 22.12.2022
Approval date: 23.12.2019
Department: APPLIED MATHEMATICAL & PHYSICAL SCIENCES
Sector: MATHEMATICS
Financier: 1Η ΠΡΟΚΗΡΥΞΗ ΕΛΙΔΕΚ ΓΙΑ ΜΕΛΗ ΔΕΠ, ELIDEK
Budget: 170.000,00 €
Public key: 6ΖΨΨ46ΨΖΣ4-Α6Σ
Scientific Responsible: Assist. Prof. ANTONIOS PAPAPANTOLEON
Email: papapan@math.ntua.gr
Description: THIS PROJECT DEALS WITH MODERN PROBLEMS FROM THE FIELD OF FINANCIAL MATHEMATICS AND TACKLES THEM USING TOOLS FROM STOCHASTIC ANALYSIS, NUMERICAL ANALYSIS AND MACHINE LEARNING. MORE SPECIFICALLY WE WILL DEAL WITH THE COMPUTATION OF MODEL-FREE BOUNDS....
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