Privatdozent Dr. Christian Bayer

Address Weierstraß-Institut für Angewandte Analysis und Stochastik (WIAS)
Forschungsgruppe Stochastische Algorithmen und Nichtparametrische Statistik
Mohrenstraße 39
10117 Berlin

Projects

As Applicant
- Current projects
  - Recursive and sparse approximation in reinforcement learning with applications (Research Grants)
- Completed projects
  - Rough stochastic volatility and related topics (Research Grants)
  - Numerical analysis of rough PDEs (Research Units)
As Participating Researcher
- Current projects
  - GRK 2544: Stochastic Analysis in Interaction (International Research Training Groups)
As Project Head
- Current projects
  - Statistical learning from path observations (CRC/Transregios)
  - Microstructural foundations of rough volatility models (CRC/Transregios)
  - Signature methods for optimal control in finance (CRC/Transregios)
As Co-Investigator
- Current projects
  - COFNET: Compositional functions networks - adaptive learning for high-dimensional approximation and uncertainty quantification (Research Grants)