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 alpabetical 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 and Julio Backhoff
• Order-disorder phase transition in 2D lattice models, FWF Stand-Alone, PI Alexander Glazman
• Macroprudential bank regulation: a continuous time approach, WWTF "Mathematik und ", PI Walter Schachermayer
• Quantifying the Impact of Model Misspecification, FWF Stand-Alone, PI Daniel Bartl
• Robust Hedging and Optimal Transport, FWF START prize, PI Mathias Beiglböck
• Scaling Limits in random conformal geometry, FWF Stand-Alone, PI Nathanael Berestycki
• Stochastic Portfolio Theory and Otto Calculus, FWF Stand-Alone, PI Walter Schachermayer
• Theory and Application of Adapted Wasserstein Distances, FWF ESPRIT, PI Daniel Bartl
• Transport approach to mimicking processes, FWF Stand-Alone, PIs Mathias Beiglböck and  Walter Schachermayer