Publications and Preprints


  • Lee, Gordon; Kienitz, Jörg; Nowaczyk, Nikolai; Geng, Qingxin. Dynamically Controlled Kernel Estimation, 04/2021,
  • Nowaczyk, Nikolai; Kienitz, Jörg; Acar, Sarp Kaya; Liang, Qian. How Deep are Financial Models? Network Topology Selection from a Model Validation Perspective, 06/2020,
  • Kienitz, Jörg; Acar, Sarp Kaya; Liang, Qian; Nowaczyk, Nikolai. The CV Makes the Difference – Control Variates for Neural Networks, 01/2020,
  • Nowaczyk, Nikolai. O’Halloran, Sharyn. Central Clearing and Systemic Risk, 12/2019,
  • McWalter, Thomas A.; Kienitz, Jörg; Nowaczyk, Nikolai; Rudd, Ralph; Acar, Sarp K.. Dynamic Initial Margin Estimation Based on Quantiles of
    Johnson Distributions
    , Working Paper, 03/2018,

Peer-Reviewed Articles


Other publications

  • O’Halloran, Sharyn. Nowaczyk, Nikolai. The Impact of Regulation on Systemic Risk. In: O’Halloran, Sharyn. Groll, Thomas. After the Crash, Columbia University Press, 10/2019
  • Nowaczyk, Nikolai. The Willmore Conjecture, Snapshots of modern mathematics from Oberwolfach, No. 11/2016
  • Nowaczyk, Nikolai. Dirac Eigenvalues of Higher Multiplicity, Oberwolfach Report No. 36/2014, Analysis, Geometry and Topology of Positive Scalar Curvature Metrics, DOI: 10.4171/OWR/2014/36
  • Coskun, E. and Elson, T. and Lim, S. and Matthews, J. and Morris, G. and Nowaczyk, N. and Raanes, P. N. and Wind, D. K. Gabor Filter Selection and Computational Processing for Emotion Recognition. 2014, European Study Group with Industry 100
  • Kienitz, Jörg; Nowaczyk, Nikolai. Affine Recursion Problem and a General Framework for Adjoint Methods for Calculating Sensitivities for Financial Instruments, SSRN, 11/2011
  • Nowaczyk, Nikolai. Bau eines dreidimensionalen Fraktals. Junge Wissenschaft, Heft 74, 21. Jahrgang, Ausgabe 01/06, Jugend forscht-Arbeit

Invited talks