Lars Niemann
I am currently a Ph.D. student under the supervision of Thorsten Schmidt in the project Dynamic Modelling of Uncertainties in Financial Markets, funded by the DFG.
Research subjects
- Financial mathematics
- Model risk
- Stochastic analysis
- Machine Learning
Publications & Preprints
- David Criens and Lars Niemann: Markov selections and Feller properties of nonlinear diffusions, to appear in Stochastic Processes and Their Applications, 2024.
- Lars Niemann and Thorsten Schmidt: A conditional version of the second fundamental theorem of asset pricing in discrete time, to appear in Frontiers of Mathematical Finance, 2024.
- David Criens and Lars Niemann: A class of multidimensional nonlinear diffusions with the Feller property, Statistics and Probability Letters, Volume 208, 2024.
- David Criens and Lars Niemann: A stochastic representation theorem for sublinear semigroups with non-local generators, 2023, submitted, arXiv.
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David Criens and Lars Niemann: Nonlinear semimartingales and Markov processes with jumps, 2023, submitted, arXiv,
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David Criens and Lars Niemann: Robust utility maximization with nonlinear semimartingales, Mathematics and Financial Economics, 17, 499-536, 2023.
- David Criens and Lars Niemann: Nonlinear continuous semimartingales, Electronic Journal of Probability, 28(146), 1-40, 2023.
Teaching
Winter Term 2023:
- Hidden Markov Models (Teaching Assistant)
Summer Term 2023:
- Finanzmathematik in diskreter Zeit (Teaching Assistant)
Winter Term 2022:
- Seminar: Nichtlineare Semimartingale und Markovprozesse (Teaching Assistant)
Winter Term 2021:
- Seminar: Machine Learning, Robustness und Nachhaltigkeit (Teaching Assistant)
Summer Term 2021:
- Seminar: Machine Learning und Finanzmathematik (Teaching Assistant)
Winter Term 2020:
- Stochastic Machine Learning (Teaching Assistant)
Summer Term 2020:
- Discrete Time Finance (Teaching Assistant)
- Mathematics of Deep Learning (Teaching Assistant)
Address
Abteilung für Mathematische Stochastik
Albert-Ludwigs-Universität Freiburg
Ernst-Zermelo-Straße 1
79104 Freiburg i. Br. (Germany)
Raum: 223
Telefon: +49 - 761 - 203 - 5670
Fax: +49 - 761 - 203 - 5661
E-Mail: Lars[dot]Niemann[at]stochastik[dot]uni-freiburg[dot]de