Projects per year
UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. Our work contributes towards the following SDG(s):
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Profiles
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Hasan Fallahgoul
- School of Mathematics - Senior Lecturer
- Centre for Quantitative Finance and Investment Strategies
- Monash Data Futures Institute
Person: Academic, Research
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Integrating energy storage into the NEM: Bidding, clearing, settlement, dispatch and ancillary markets
Roger, G., Rieger, J., Guo, I., Goeree, J., Karaduman, O. & Pandey, S.
2/03/22 → 30/03/24
Project: Research
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Data61 CRP #46 - Risklab Projects - Mathematical Sciences (Hamza) 2020-22
Zhu, Z., Guo, I., Hamza, K., Klebaner, F., Lee, G., Dong, W., Langrené, N. & Knight, K.
1/07/20 → 30/06/23
Project: Research
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Development of efficient computational techniques for convection-diffusion-reaction type problems in econophysics
Mishra, C., Mishra, M., Loeper, G. & Guo, I.
25/06/19 → 24/06/21
Project: Research
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A ℂ0,1-functional Itô’s formula and its applications in mathematical finance
Bouchard, B., Loeper, G. & Tan, X., Jun 2022, In: Stochastic Processes and their Applications. 148, p. 299-323 25 p.Research output: Contribution to journal › Article › Research › peer-review
1 Citation (Scopus) -
Calibration of local-stochastic volatility models by optimal transport
Guo, I., Loeper, G. & Wang, S., Jan 2022, In: Mathematical Finance. 32, 1, p. 46-77 32 p.Research output: Contribution to journal › Article › Research › peer-review
5 Citations (Scopus) -
Robust utility maximization under model uncertainty via a penalization approach
Guo, I., Langrené, N., Loeper, G. & Ning, W., 2022, In: Mathematics and Financial Economics. 16, p. 51–88 38 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access4 Citations (Scopus)
Press/Media
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Alessio Figalli's Fields Medal and Optimal Transport
Gregoire Loeper
28/08/18
1 Media contribution
Press/Media: Expert Comment