Dipl.-Math. oec. Jan Blechschmidt
Member of Research Group Numerical Mathematics (Partial Differential Equations) (Prof. Dr. Roland Herzog)
Phone:
+49 371 531 33656
Fax:
+49 371 531 833656
Office:
Reichenhainer Str. 41, Office 624 (C47.624)
e-mail:
ORCID:
0000-0003-3606-0606Secretary:
Anne-Kristin Glanzberg, Office 607, Phone +49 371 531 22500
Postal address:
TU Chemnitz, Faculty of Mathematics, 09107 Chemnitz, Germany
Office Hours:
any time when present
- born in 1989 in Schlema
- 2008/2013, Study of Business Mathematics at Technische Universität Chemnitz
- March 2013, Diploma in Business Mathematics
- since April 2013 member of research group Numerical Mathematics (Partial Differential Equations) of Prof. Dr. R. Herzog
- since April 2015 member of the DFG Project - Impulse Control Problems and Adaptive Numerical Solution of Quasi-Variational Inequalities in Markovian Factor Models
Courses in fall 2018/19
Courses in fall 2017/18
Courses in spring 2017
-
Tutorial to Stochastics
(Dr. Arleta Szkola)
- Exercise 1
- Exercise 2
- Exercise 3
- Exercise 4
- Exercise 5
- Exercise 6
- Exercise 7
- Exercise 8
- Exercise 9
- Exercise 10
- fig.m
- myBinocdf.m
- myNormcdf.m
- myPoisscdf.m
- plotFig.m
- plotSphere.m
- uebung_10_ApproximationDerBinomialverteilung_template.m
- uebung_10_MonteCarloMethode_template.m
- uebung_10_StochastischeProzesse_template.m
- uebung_10_Verwerfungsmethode_template.m
- uebung_10_ApproximationDerBinomialverteilung.m
- uebung_10_MonteCarloMethode.m
- uebung_10_StochastischeProzesse.m
- uebung_10_Verwerfungsmethode.m
- Exercise 11
Courses in fall 2016/17
Courses in fall 2015/16
- Tutorial to Stochastic Finance (Dr. Eberhard Mayerhofer)
Courses in fall 2014/15
- Tutorial to Fundamentals of Optimization (Prof. Dr. Roland Herzog)
- Tutorial to Statistics for Students of Economic Sciences (Dr. Dana Uhlig)
Courses in spring 2014
- Tutorial to Numerical Methods for Partial Differential Equations (Prof. Dr. Roland Herzog)
- Tutorial to Higher Mathematics II (for Computer Scientists) (Prof. Dr. Oliver Ernst)
Courses in fall 2013/14
- Tutorial to Optimization with Partial Differential Equations (Prof. Dr. Roland Herzog)
- Tutorial to Statistics for Students of Economic Sciences (Dr. Dana Uhlig)
Courses in fall 2010/11
Co-supervised theses
- Marcus Pelz (TU Chemnitz, WS2017/18)
Markov-basierte Vorhersage von Fahrverhalten mittels Methoden des Reinforcement Learning (Masterarbeit) - Sandy Bitterlich (TU Chemnitz, WS2016/17)
ADMM-Verfahren und Anwendungen im maschinellen Lernen (Masterarbeit) - Felix Queitzsch (TU Chemnitz, SS2016)
Hidden Markov Models (Bachelorarbeit) - Sophie Henning (TU Chemnitz, SS2016)
Numerische Verfahren zur Lösung eines Mean Field Games (Bachelorarbeit) - Robin Herz (TU Chemnitz, SS2016)
Aufgaben der stochastischen linearen Optimierung (Bachelorarbeit) - Toni Kowalewitz (TU Chemnitz, SS2016)
Numerische Methoden der Optionspreisbewertung in Märkten mit Sprüngen (Diplomarbeit)
Co-supervised practicals and seminars
- Toni Kowalewitz (TU Chemnitz, SS2014)
Markovsche Entscheidungsprozesse in der Portfoliooptimierung
Improving Policies for Hamilton-Jacobi-Bellman Equations by Postprocessing
De Gruyter Radon Series on Computational and Applied Mathematics, 2018
DOI: 10.1515/9783110543599-002