| Ref.No: | 61510000 |
| Start date: | 23.12.2019 |
| End date: | 22.12.2023 |
| 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: | Assoc. Prof. MIHAIL LOULAKIS |
| Email: | loulakis@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... |
