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Dr. Julio Daniel Backhoff Veraguas



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Short CV: 

Visit https://sites.google.com/site/juliobackhoff/ for semi-professional webpage, more info and complete CV.

  • From Oct. 2011 PhD in Mathematics student at the Humboldt Universität zu Berlin under supervision of Prof. Ulrich Horst.
  • Bachelor in Engineering Sciences with major in Mathematics (2009), and Mathematical Civil Engineering (2011), both form the Universidad de Chile.
  • Exchange student at UC Santa Cruz, USA (Winter 2008) and IMPA, Rio de Janeiro, Brazil (Winter 2010)
  • While student at the Universidad de Chile performed several teaching assistantships (Calculus, Algebra, Probability and Statistics, Complex Analysis, Functional Analysis, Optimal Contro, Stohastic Calculus).
  • Worked at the "Mathematical Modeling for Geomechanics Laboratory" (Autumn 2010, CMM, U.Chile). Completed several programming tasks and internships.

     

Major Research Interests: 
  • Stochastic Optimization (eg. Stochastic optimal control)
  • Functional and Stochastic Analysis (eg. Orlicz and Modular spaces)
  • Mathematical-Finance and Mathematical-Economics (eg. Principal-Agent problems, applications of conditional analysis)

 

Publications: 

 

 

Selected Presentations: 
  • Short talks at the "1st Workshop of Quantitative Finance" (2010 Chile and the "School of Information and Randomness" (2010 Chile)
  • Talk at "Oberseminar der Arbeitsgruppe Stochastik" (2011, TU Darmstadt, Germany)
  • Talk at "Optimization/PDE seminar" (2013, Université de Limoges, France).
  • Workshop  "Mathematics of energy, finance, and natural resourece management" (March 2013, CMM U. Chile, Chile)
  • Workshop on "Stochastic Optimization " (May 2013, Hausdorff Institue, Bonn).
  • Invited speaker to the "Minisympossium on Stochastic Optimization" at the "SIAM conference on optimization" (May 2014, San Diego,CA, USA)
  • Contributed talk at the "Bachelier finance society world congress" (June 2014, Brussels, Belgium)
  • Invited speaker to the Workshop "Stochastic Optimization: Theory and applications to energy management" (June 2014, Uni. Limoges, France)
Organized Workshops & Conferences: 
  • Organizational and design support for an Optimal Control Laboratory at the Universidad de Chile (2009).
  • Organizational support for the Santiago Summer 2010 International Workshop "Trends in monitoring  and Surveillance of FInancial Markets", Chile.
  • Co-organization of "First Berlin meeting of graduate probability and statistics latinamerican students" (Dec. 2013)  http://www.mathematik.hu-berlin.de/~backhoff/meeting2013.html

Office 1.228

Rudower Chaussee 25 - Johann von Neumann Haus -

12489 Berlin, Germany.

e-Mail Adress: 
backhoff+at+math.hu-berlin.de

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