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Julia Ackermann

13 papers hereh-index 550 citations17 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author12
  • middle author1

Across the 13 of 13 papers where every author was matched, so the position is known.

fields
  • math.OC5
  • math.DS2
  • math.PR2
  • q-fin.TR2
  • cs.LG1
  • math.NA1

identity via Semantic Scholar / OpenAlex

activity
20202026
most citedReducing Obizhaeva-Wang type trade execution problems to LQ stochastic control problems

2 citations · 5 across the 11 of their papers we have counts for

collaborators
Showing 2024 · math.DSShow all

1 paper · 2 filters

math.DS2024

Stabilisation of stochastic single-file dynamics using port-Hamiltonian systems

Julia Ackermann, Matthias Ehrhardt, Thomas Kruse +1

This study revisits a recently proposed symmetric port-Hamiltonian single-file model in one dimension. The uniform streaming solutions are stable in the deterministic model. Howeve…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.