Bartl, Daniel
- The Wasserstein space of stochastic processes
2021/04/29 by Daniel Bartl, Mathias Beiglböck, Bartl, Daniel +3 · 7 citations
Mathematics · #FOS: Mathematics #Geometric Analysis and Curvature Flows #Probability (math.PR)
- Estimating processes in adapted Wasserstein distance
2020/02/17 by Backhoff, Julio, Bartl, Daniel, Beiglböck, Mathias +1 · 3 citations
#58E30 #60G42 #90C46 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
- Marginal and dependence uncertainty: bounds, optimal transport, and sharpness
2017/09/02 by Daniel Bartl, Michael Kupper, Bartl, Daniel +7 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · #28A35 #49N15 #60E15 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Monetary Policy and Economic Impact #Optimization and Control (math.OC) #Probability (math.PR) #Risk and Portfolio Optimization
- Sensitivity of robust optimization problems under drift and volatility uncertainty
2023/11/19 by Daniel Bartl, Ariel Neufeld, Bartl, Daniel +3 · 3 citations
Decision Sciences · Economics, Econometrics and Finance · #Risk and Portfolio Optimization #Stochastic processes and financial applications #Market Dynamics and Volatility
- Numerical method for nonlinear Kolmogorov PDEs via sensitivity analysis
2024/03/18 by Bartl, Daniel, Neufeld, Ariel, Park, Kyunghyun · 3 citations
#FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Probability (math.PR)
- Limits of random walks with distributionally robust transition probabilities
2020/07/17 by Bartl, Daniel, Eckstein, Stephan, Kupper, Michael · 1 citation
#FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Probability (math.PR)
- On a variance dependent Dvoretzky-Kiefer-Wolfowitz inequality
2023/08/09 by Bartl, Daniel, Mendelson, Shahar · 1 citation
#FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
- Optimal nonparametric estimation of the expected shortfall risk
2024/05/01 by Bartl, Daniel, Eckstein, Stephan · 1 citation
#FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR) #Risk Management (q-fin.RM) #Statistics Theory (math.ST)