Dr. Michael Paulsen

Short CV: 

2008 - 2013
PhD Student in Mathematics at Humboldt-Universitaet zu Berlin

2004 Master of Science with a Major in Mathematics, Stockholm University

Major Research Interests: 

Functional Limit Theorems, Market Microstructure, SPDEs


Limit theorems for limit order books, Doctoral dissertation, Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2014. Available at http://edoc.hu-berlin.de/dissertationen/paulsen-michael-christoph-2014-0...

Enumeration of concave integer partitions, joint work with Jan Snellman, Journal of Integer Sequences, Vol. 7 (2004), Article 04.1.3, math.CO/0309065 Available at http://www.emis.ams.org/journals/JIS/VOL7/Snellman/snellman2.pdf

Selected Presentations: 

July 2012: 8th World Congress in Probability and Statistics, Istanbul, Turkey: "A law of large numbers for limit order books"

June 2010: 6th World Congress of the Bachelier Finance Society, Toronto, Canada: "Averaging principle for an order book model"

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