Our third party funding

The group is hugely successful in acquiring project-related funding from national and international funding organizations, such as the Austrian Science Fund (FWF), Vienna Science and Technology Fund (WWTF), Austrian National Bank (OeNB) and European Research Council (ERC).

Our current projects (in alphabetical order of project title):

• Causal Optimal Transport in Mathematical Finance
  Julio Backhoff Veraguas, FWF Stand-Alone, €393k
• Discrete random structures: enumeration and scaling limits
  SFB F1002 €4.3 Mio, Speaker Nathanael Berestycki, Co-Speakers Ilse Fischer and Fabio Toninelli (TU Wien)
• Emergent Branching Structures in Random Geometry
  William Da Silva, FWF ESPRIT
• Quantifying the Impact of Model Misspecification
  Daniel Bartl, FWF Stand-Alone, €393k
• Scaling Limits in random conformal geometry
  Nathanael Berestycki, FWF Stand-Alone, 389k
• Stochastic Portfolio Theory and Otto Calculus
  Walter Schachermayer, FWF Stand-Alone, €397k
• The landscape of financial institutions - geometric representation by entropic and adapted transport
  Mathias Beiglböck, Jubiläumsfond der OeNB, €249k
• Theory and Application of Adapted Wasserstein Distances
  Daniel Bartl, FWF ESPRIT
• Transport approach to mimicking processes
  Mathias Beiglböck and  Walter Schachermayer, FWF Stand-Alone, €396k
• Order-disorder phase transition in 2D lattice models
  Alexander Glazman and Nathanael Berestycki, FWF Stand-Alone, €399k. As of 1st August 2022, the project has been transferred to the University of Innsbruck. Please see https://www.uibk.ac.at/mathematik/personal/aglazman/fwf/

The following projects were completed recently (in alphabetical order of project title):

• A transport view on stochastics and PDEs, FWF Stand-Alone, PI Walter Schachermayer
• Erkennung atypischer Entwicklungen bei Banken, OeNB, PIs Mathias Beiglböck und Julio Backhoff
• Macroprudential bank regulation: a continuous time approach, WWTF "Mathematik und ", PI Walter Schachermayer
• Robust Hedging and Optimal Transport, FWF START prize, PI Mathias Beiglböck