{"id":16,"date":"2016-07-11T21:44:52","date_gmt":"2016-07-11T21:44:52","guid":{"rendered":"http:\/\/test.nikno.de\/?page_id=16"},"modified":"2025-12-03T09:05:17","modified_gmt":"2025-12-03T09:05:17","slug":"publications","status":"publish","type":"page","link":"https:\/\/nikno.de\/index.php\/publications\/","title":{"rendered":"Publications and Preprints"},"content":{"rendered":"<h2>Preprints <i>(1)<\/i><\/h2>\n<ul>\n<li>Bakkali, Anas; Greene, Andrew; Nowaczyk, Nikolai; Piterbarg, Vladimir. Branching Simulation for Evaluation of Conditional Expectations, 11\/2025, <a href=\"https:\/\/ssrn.com\/abstract=5716604\">https:\/\/ssrn.com\/abstract=5716604<\/a><\/li>\n<\/ul>\n<h2>Peer-Reviewed Articles <i>(15)<\/i><\/h2>\n<ul>\n<li>Nowaczyk, Nikolai; Piterbarg, Vladimir V. <i>Backtesting Correlated Quantities<\/i>, 09\/2023, <a href=\"https:\/\/ssrn.com\/abstract=4571812\"> https:\/\/ssrn.com\/abstract=4571812<\/a>, <a href=\"https:\/\/www.risk.net\/cutting-edge\/7959963\/backtesting-correlated-quantities\">RISK.net<\/a> 09\/2024, <a href=\"https:\/\/www.risk.net\/cutting-edge\/views\/7960227\/podcast-piterbarg-and-nowaczyk-on-running-better-backtests\">Podcast<\/a><\/li>\n<li>Nowaczyk, Nikolai. O&#8217;Halloran, Sharyn. <i>Computing the impact of central clearing on systemic risk<\/i>, Front. Artif. Intell., 21 February 2024, <a href=\"https:\/\/doi.org\/10.3389\/frai.2024.1138611\">https:\/\/doi.org\/10.3389\/frai.2024.1138611<\/a>, <a href=\"https:\/\/ssrn.com\/abstract=3500442\">https:\/\/ssrn.com\/abstract=3500442<\/a><\/li>\n<li>McWalter, Thomas A.; Kienitz, J\u00f6rg; Nowaczyk, Nikolai; Rudd, Ralph; Acar, Sarp K.. <i>Dynamic Initial Margin Estimation Based on Quantiles of<br \/>\nJohnson Distributions<\/i>, Journal of Credit Risk, 2022.012, <a href=\"https:\/\/doi.org\/10.21314\/jcr.2022.012\">DOI: 10.21314\/JCR.2022.012<\/a>, <a href=\"http:\/\/ssrn.com\/abstract=3147811\">http:\/\/ssrn.com\/abstract=3147811<\/a><\/li>\n<li>Lee, Gordon; Kienitz, J\u00f6rg; Nowaczyk, Nikolai; Geng, Qingxin. <i>Dynamically Controlled Kernel Estimation<\/i>, <a href=\"https:\/\/www.risk.net\/cutting-edge\/banking\/7921186\/dynamically-controlled-kernel-estimation\">RISK 02\/2022 <\/a>, <a href=\"https:\/\/ssrn.com\/abstract=3829701\">https:\/\/ssrn.com\/abstract=3829701<\/a><\/li>\n<li>Nowaczyk, Nikolai; Kienitz, J\u00f6rg; Acar, Sarp Kaya; Liang, Qian. <i>How deep is your model? Network Topology Selection from a Model Validation Perspective<\/i>, 01\/2022, <a href=\"https:\/\/doi.org\/10.1186\/s13362-021-00116-5\"><i>J.Math.Industry<\/i>\u00a0<b>12,\u00a0<\/b>1 (2022)<\/a>, <a href=\"https:\/\/ssrn.com\/abstract=3634232\">https:\/\/ssrn.com\/abstract=3634232<\/a><\/li>\n<li>Virtanen, Pauli, Gommers, Ralf, Oliphant, Travis E. et al. <i>SciPy 1.0: fundamental algorithms for scientific computing in Python<\/i>, Nat Methods 17, 261\u2013272 (2020). <a href=\"https:\/\/doi.org\/10.1038\/s41592-019-0686-2\">https:\/\/doi.org\/10.1038\/s41592-019-0686-2<\/a><\/li>\n<li>O&#8217;Halloran, Sharyn; Nowaczyk, Nikolai. <i>An Artificial Intelligence Approach to Regulating Systemic Risk<\/i>, Front. Artif. Intell., 29 May 2019, <a href=\"https:\/\/doi.org\/10.3389\/frai.2019.00007\">DOI:10.3389\/frai.2019.00007<\/a><\/li>\n<li>O&#8217;Halloran, Sharyn. Nowaczyk, Nikolai. <i>The Impact of Regulation on Systemic Risk<\/i>. In: O&#8217;Halloran, Sharyn. Groll, Thomas. <a href=\"https:\/\/cup.columbia.edu\/book\/after-the-crash\/9780231192842\"><i>After the Crash<\/i><\/a>, Columbia University Press, 10\/2019<\/li>\n<li>O&#8217;Halloran, Sharyn; Nowaczyk, Nikolai; Gallagher, Donal A., Subramaniam, Vivek. <i>A Data Science Approach to Predict the Impact of Collateralization on Systemic Risk<\/i>, 12\/2017. In: Karampelas, Panagiotis; Kawash, Jalal; Ozye, Tansel: <i>From Security to Community Detection in Social Networking Platforms<\/i>, p. 171-192, ASONAM 2017, <a href=\"https:\/\/doi.org\/10.1007\/978-3-030-11286-8_8\">Lecture Notes in Social Networks<\/a>, 04\/2019, Springer. <a href=\"https:\/\/ssrn.com\/abstract=3090617\">https:\/\/ssrn.com\/abstract=3090617<\/a><\/li>\n<li>O&#8217;Halloran, Sharyn; Nowaczyk, Nikolai; Gallagher, Donal A.. <i>Big Data and Graph Theoretic Models: Simulating the Impact of Collateralization on a Financial System<\/i>, <a href=\"http:\/\/doi.acm.org\/10.1145\/3110025.3120989\">Proceedings of the 2017 IEEE\/ACM International Conference on Advances in Social Networks Analysis and Mining 2017, ASONAM &#8217;17, p. 1056&#8211;1064<\/a>, 05\/2017. <a href=\"https:\/\/ssrn.com\/abstract=2977515\">https:\/\/ssrn.com\/abstract=2977515<\/a><\/li>\n<li>Caspers, Peter; Giltinan, Paul; Lichters, Roland; Nowaczyk , Nikolai. <i>Forecasting Initial Margin Requirements &#8211; A Model Evaluation<\/i>, <a href=\"https:\/\/www.henrystewartpublications.com\/jrm\/v10\">Journal of Risk Management in Financial Institutions, Vol. 10 (2017), No. 4<\/a>, 02\/2017. <a href=\"https:\/\/ssrn.com\/abstract=2911167\">https:\/\/ssrn.com\/abstract=2911167<\/a><\/li>\n<li>Reddy, Tyler; Hemsley, Ross; Edmondson, Edd; Nowaczyk, Nikolai; Pitt-Francis; Joe Sansom, Mark S.P. <i>VENI, VIDI, Voronoi: Attacking Viruses with Spherical Voronoi Diagrams<\/i>, Biophysical Journal, Vol. 110, Issue 3, Supp. 1, 36A, 02\/2016. DOI:<a href=\"https:\/\/doi.org\/10.1016\/j.bpj.2015.11.263\">https:\/\/doi.org\/10.1016\/j.bpj.2015.11.263<\/a><\/li>\n<li>M\u00fcller, Olaf; Nowaczyk, Nikolai. <i>A universal spinor bundle and the Einstein-Dirac-Maxwell equation as a variational theory<\/i>, <a href=\"http:\/\/www.springer.com\/-\/0\/AVjDmsELX4Rvx3H7wM3_\">Lett Math Phys 107, 933\u2013961 (2017)<\/a>, <a href=\"http:\/\/rdcu.be\/zWIH\">SpringerNature SharedIt<\/a>, <a href=\"http:\/\/arxiv.org\/abs\/1504.01034\">arXiv:1504.01034 [math.DG]<\/a><\/li>\n<li>Nowaczyk, Nikolai. <i>Existence of Dirac eigenvalues of higher multiplicity<\/i>, <a href=\"http:\/\/dx.doi.org\/10.1007\/s00209-016-1657-2\">Math. Z. (2016) 284: 285.<\/a>, <a href=\"http:\/\/arxiv.org\/abs\/1504.00961\">arXiv:1504.00961 [math.DG]<\/a><\/li>\n<li>Nowaczyk, Nikolai. <i>Continuity of Dirac Spectra<\/i>, <a href=\"http:\/\/dx.doi.org\/10.1007\/s10455-013-9381-1\">Ann. Glob. Anal. Geom., Volume 44, Issue 4, 2013, p. 541-563.<\/a>, <a href=\"http:\/\/arxiv.org\/abs\/1303.6561\">arXiv:1303.6561 [math.DG]<\/a><\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h2>Thesis <i>(2)<\/i><\/h2>\n<ul>\n<li>Nowaczyk, Nikolai. <i><a href=\"http:\/\/epub.uni-regensburg.de\/31209\/\">Dirac Eigenvalues of higher Multiplicity<\/a><\/i>, PhD thesis, Regensburg 2014, <a href=\"http:\/\/arxiv.org\/abs\/1501.04045\">arXiv:1501.04045 [math.DG]<\/a><\/li>\n<li>Nowaczyk, Nikolai<a href=\"https:\/\/nc.nullteilerfrei.de\/index.php\/s\/NDgqtZXcsCGZM8R\">.<\/a> <i><a href=\"https:\/\/nikno.de\/wp-content\/uploads\/2016\/07\/lpc.pdf\">The de Rham isomorphism and the L<sub>p<\/sub>-cohomology of non-compact Riemannian manifolds<\/a><\/i>, Diplomarbeit, Bonn 2011<\/li>\n<\/ul>\n<h2>Other publications <i>(6)<\/i><\/h2>\n<ul>\n<li>Kienitz, J\u00f6rg; Acar, Sarp Kaya; Liang, Qian; Nowaczyk, Nikolai. <i>The CV Makes the Difference \u2013 Control Variates for Neural Networks<\/i>, 01\/2020, <a href=\"https:\/\/ssrn.com\/abstract=3527314\">https:\/\/ssrn.com\/abstract=3527314<\/a><\/li>\n<li>Kienitz, J\u00f6rg. Acar, Sarp Kaya. Liang, Qian. Nowaczyk, Nikolai. <i>Deep Option Pricing &#8211; Term Structure Models<\/i>, <a href=\"https:\/\/eqderivatives.com\/research\/journal-of-machine-learning-in-finance\">Journal of Machine Learning in Finance<\/a>, 2020, Vol. 1, <a href=\"https:\/\/ssrn.com\/abstract=3498398\">https:\/\/ssrn.com\/abstract=3498398 <\/a><\/li>\n<li>Nowaczyk, Nikolai. <a href=\"https:\/\/imaginary.org\/snapshot\/the-willmore-conjecture\">The Willmore Conjecture<\/a>, Snapshots of modern mathematics from Oberwolfach, No. 11\/2016<\/li>\n<li>Nowaczyk, Nikolai. <i>Dirac Eigenvalues of Higher Multiplicity<\/i>, Oberwolfach Report No. 36\/2014, Analysis, Geometry and Topology of Positive Scalar Curvature Metrics, <a href=\"https:\/\/doi.org\/10.4171\/OWR\/2014\/36\">DOI: 10.4171\/OWR\/2014\/36<\/a><\/li>\n<li>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. <i><a href=\"http:\/\/www.maths-in-industry.org\/miis\/670\/\">Gabor Filter Selection and Computational Processing for Emotion Recognition.<\/a><\/i> 2014, European Study Group with Industry 100<\/li>\n<li>Kienitz, J\u00f6rg; Nowaczyk, Nikolai. <i>Affine Recursion Problem and a General Framework for Adjoint Methods for Calculating Sensitivities for Financial Instruments<\/i>, <a href=\"http:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=1957082\">SSRN<\/a>, 11\/2011<\/li>\n<li>Nowaczyk, Nikolai. <a href=\"https:\/\/nikno.de\/wp-content\/uploads\/2016\/07\/3dfraktal.pdf\"><i>Bau eines dreidimensionalen Fraktals<\/i><\/a>. Junge Wissenschaft, Heft 74, 21. Jahrgang, Ausgabe 01\/06, <a href=\"http:\/\/www.jugend-forscht.de\/\">Jugend forscht<\/a>-Arbeit<\/li>\n<\/ul>\n<h2 id=\"invited_talks\">Invited talks <i>(32)<\/i><\/h2>\n<ul>\n<li>Bakkali, Anas. Greene, Andrew. Nowaczyk, Nikolai. <i>A Hair for a Square &#8211; Standard Error and Goodness of Fit in American Monte Carlo<\/i>, WBS Quantitative Finance Conference, Palermo, 09\/2025<\/li>\n<li>Nowaczyk, Nikolai. <i>Computing the impact of central clearing on systemic risk &#8211; a generative approach<\/i>, QuantMinds London, 11\/2024, <a href=\"https:\/\/nikno.de\/wp-content\/uploads\/nowaczyk_clearing_generative.pdf\">slides<\/a><\/li>\n<li>Nowaczyk, Nikolai. <i>Stimmt mein Modell?<\/i>, Effektenparkett, Hochschule f\u00fcr Wirtschaft und Umwelt N\u00fcrtingen, 11\/2024<\/li>\n<li>Nowaczyk, Nikolai. Piterbarg, Vladimir. <i>Backtesting with correlated data<\/i>, <a href=\"https:\/\/www.ticketsource.co.uk\/mathematical-institute-university-of-oxford\/backtesting-with-correlated-data\/e-lqvqez\">Frontiers in Quantitative Finance<\/a>. Mathematical Institute, University of Oxford. London, 10\/2024, <a href=\"https:\/\/nikno.de\/wp-content\/uploads\/backtesting_decorrelated.pdf\">slides<\/a><\/li>\n<li>Nowaczyk, Nikolai. Piterbarg, Vladimir. <i>Hypothesis Testing on Correlated Data<\/i>, WBS Quantitative Finance Conference, Cannes, 09\/2024<\/li>\n<li>Nowaczyk, Nikolai. <i>Counterparty Credit Risk &#8211; Grundlagen und aktuelle Themen<\/i>, Effektenparkett, Hochschule f\u00fcr Wirtschaft und Umwelt N\u00fcrtingen, 12\/2023<\/li>\n<li>Nowaczyk, Nikolai. Piterbarg, Vladimir. <i>Backtesting Correlated Quantities<\/i>, Quant Summit Europe, 12\/2023, London<\/li>\n<li>Nowaczyk, Nikolai. Piterbarg, Vladimir. <i>Backtesting Correlated Quantities<\/i>, PRA Research Seminar, 11\/2023,\u00a0 Bank of England, London<\/li>\n<li>Nowaczyk, Nikolai. <i>Should we backtest using overlapping samples?<\/i>, WBS Quantitative Finance Conference, 09\/2023, Valencia<\/li>\n<li>Nowaczyk, Nikolai. <a href=\"https:\/\/machine-learning-finance.herokuapp.com\/voila\/render\/dynamically_controlled_kernel_estimation\/dynamically_controlled_kernel_estimation.ipynb\"><i>Dynamically Controlled Kernel Estimation<\/i><\/a> , Technische Universit\u00e4t M\u00fcnchen, Machine Learning in Finance, 06\/2021<!--\/li--><\/li>\n<li>Kienitz, J\u00f6rg; Nowaczyk, Nikolai. <i>Machine Learning for Option Pricing Masterclass<\/i> (2 days workshop), <a href=\"http:\/\/www.aifmrm.uct.ac.za\/\">AIFMRM<\/a> Masterclass, Johannesburg, 03\/2020, <a href=\"https:\/\/nc.nullteilerfrei.de\/index.php\/s\/oQP8xPg3qzHaJbm\">slides<\/a><\/li>\n<li>Nowaczyk, Nikolai <a href=\"https:\/\/nikno.de\/wp-content\/uploads\/regensburg2019.pdf\"><i>Mathematik gegen Finanzkrisen<\/i><\/a>, Universit\u00e4t Regensburg, <a href=\"http:\/\/www.uni-regensburg.de\/Fakultaeten\/nat_Fak_I\/Gaeste\/Abstracts\/Plakat_A3_berufsk_Vortrag%20Nowaczyk.pdf\">Berufspraktisches Kolloquium der Fakult\u00e4t f\u00fcr Mathematik<\/a>, 12\/2019<\/li>\n<li>Kienitz, J\u00f6rg; Nowaczyk, Nikolai. <i>Machine Learning for Option Pricing<\/i> (1 day workshop), WBS Quantitative Finance Conference, Rome 2019, <a href=\"https:\/\/finciraptor.de\/wp-content\/uploads\/2019\/10\/kienitz_wbs-quant-conference_2019-10.zip\">slides<\/a>, <a href=\"https:\/\/github.com\/niknow\/machine-learning-examples\">jupyter notebooks<\/a><\/li>\n<li>Nowaczyk, Nikolai. <a href=\"https:\/\/nikno.de\/wp-content\/uploads\/nowaczyk_systemic_risk.pdf\"><i>Understanding the Impact of Regulation on Systemic Risk with ORE<\/i><\/a>, <a href=\"https:\/\/www.quaternion.com\/news\/open-source-risk-user-meeting-2018\/\">Open Source Risk User Meeting 2018<\/a>.<\/li>\n<li>Nowaczyk, Nikolai. <i>A Data Science Approach to Predict the Impact of Collateralization on Systemic Risk<\/i>, <a href=\"https:\/\/www.kcl.ac.uk\/events\/event-story.aspx?id=c72c93f0-d856-4fd3-8ccc-4c4994696135\">Practitioners&#8217; Lecture Series: Hot Topics from the Industry<\/a>, The Impact of Financial Regulations on Counterparty Credit Exposure, King&#8217;s College, 11\/2018<\/li>\n<li>McWalter, Thomas; Kienitz, J\u00f6rg; Nowaczyk, Nikolai; Rudd, Ralph; Acar, Sarp K.. <i>Dynamic Initial Margin Estimation based on Quantiles of Johnson Distributions<\/i>, WBS Quantitative Finance Conference, Nice 2018<\/li>\n<li>McWalter, Thomas; Kienitz, J\u00f6rg; Nowaczyk, Nikolai; Rudd, Ralph; Acar, Sarp K.. <i>Dynamic Initial Margin Estimation based on Quantiles of Johnson Distributions<\/i>, <a href=\"http:\/\/programme.exordo.com\/bfs2018\/delegates\/presentation\/180\/\">10th World Congress of the Bachelier Finance Society, Dublin 2018<\/a><\/li>\n<li>O\u2019Halloran, Sharyn; Nowaczyk, Nikolai; Gallagher, Donal A..; Subramaniam, Vivek. <i><a href=\"https:\/\/github.com\/niknow\/pydata-london-2018-systemic-risk\/blob\/master\/systemic_risk.pdf\">A Data Science Approach to Systemic Risk<\/a><\/i>, <a href=\"https:\/\/pydata.org\/london2018\/schedule\/presentation\/42\/\">PyData London 2018<\/a>, <a href=\"https:\/\/www.youtube.com\/watch?v=3tRRmsVRUWg\">Youtube Recording<\/a>.<\/li>\n<li>O\u2019Halloran, Sharyn; Nowaczyk, Nikolai; Gallagher, Donal A..; Subramaniam, Vivek. <i>A Data Science Approach to Predict the Impact of Collateralization on Systemic Risk<\/i>, <a href=\"http:\/\/datascience.columbia.edu\/data-science-day-2018\">Columbia University Data Science Day 2018<\/a>.<\/li>\n<li>O\u2019Halloran, Sharyn; Nowaczyk, Nikolai; Gallagher, Donal A.. <i>Big Data and Graph Theoretic Models: Simulating the Impact of Collateralization on a Financial System<\/i>, The IEEE\/ACM International Conference on Advances in Social Networks Analysis and Mining, Sydney 08\/2017<\/li>\n<li>Nowaczyk, Nikolai. <i><a href=\"https:\/\/nikno.de\/wp-content\/uploads\/usb_hu_talk.pdf\">A Universal Spinor Bundle and Applications to the Calculus of Variations of Spinorial Equations<\/a><\/i>, Humboldt-Universit\u00e4t zu Berlin, Institut f\u00fcr Mathematik, 07\/2017<\/li>\n<li>Nowaczyk, Nikolai. <i>Systemic Risk and the Open Source Risk Engine<\/i>, School of International Public Affairs, Columbia University, New York,<br \/>\n04\/2017<\/li>\n<li>Nowaczyk, Nikolai. <i><a href=\"https:\/\/nikno.de\/wp-content\/uploads\/spherical_voronoi.pdf\">Spherical Voronoi Diagrams in Python<\/a><\/i>, <a href=\"http:\/\/pydata.org\/london2016\/schedule\/presentation\/22\/\">PyData London 2016<\/a>, 05\/2016, <a href=\"https:\/\/www.youtube.com\/watch?v=zaGd5tXkCnE\">Youtube Recording<\/a><\/li>\n<li>Nowaczyk, Nikolai. <i><a href=\"https:\/\/nikno.de\/wp-content\/uploads\/nowaczyk_DiracEigenvalues.pdf\">Dirac Eigenvalues of higher Multiplicity<\/a><\/i>, <a href=\"http:\/\/www3.imperial.ac.uk\/newsandeventspggrp\/imperialcollege\/naturalsciences\/mathematics\/mathsseminars\/eventssummary\/event_21-4-2015-11-28-28\">Geometry and Analysis Seminar of Imperial College London (UK)<\/a>, 04\/2015<\/li>\n<li>Nowaczyk, Nikolai. <i>Dirac Eigenvalues of higher Multiplicity<\/i>, Promotionskolloquium (Defense), Fakult\u00e4t f\u00fcr Mathematik, Universit\u00e4t Regensburg, 12\/2014<\/li>\n<li>Nowaczyk, Nikolai. <i>Dirac Eigenvalues of higher Multiplicity<\/i>, Analysis, Geometry and Topology of Positive Scalar Curvature Metrics, Mathematisches Forschungszentrum Oberwolfach (Germany), 08\/2014.<\/li>\n<li>Nowaczyk, Nikolai. <i>A Universal Spinor Jet Bundle<\/i>, Seminar on Recent mathematical progress in general relativity, Universit\u00e4t Regensburg, Fakult\u00e4t f\u00fcr Mathematik, 07\/2014<\/li>\n<li>Kienitz, J\u00f6rg; Nowaczyk, Nikolai. <a href=\"https:\/\/nikno.de\/wp-content\/uploads\/arp.pdf\"><i>Affine Recursion Problem and a general framework for Adjoint Methods for calculating sensitivities for financial instruments<\/i><\/a>, MathFinance 2012, Frankfurt (Germany), 03\/2012<\/li>\n<li>Nowaczyk, Nikolai. <a href=\"https:\/\/nikno.de\/wp-content\/uploads\/2016\/07\/dmv_talk.pdf\">The de Rham isomorphism and the L<sub>p<\/sub>-cohomology of non-compact Riemannian manifolds,<\/a> <a href=\"http:\/\/www.mi.uni-koeln.de\/dmv_2011\/index\/\">DMV Tagung 2011<\/a>, Studierendenkonferenz, 09\/2011<\/li>\n<li>Nowaczyk, Nikolai. <i>The de Rham isomorphism and the L<sub>p<\/sub>-cohomology of non-compact Riemannian manifolds<\/i>, Oberseminar Globale Analysis der Universit\u00e4t Regensburg (Germany), 05\/2011<\/li>\n<li>Nowaczyk, Nikolai. <i>The de Rham isomorphism and the L<sub>p<\/sub>-cohomology of non-compact Riemannian manifolds,<\/i> <a href=\"http:\/\/wwwmath.uni-muenster.de\/HotNews\/show_artikel.php?id=2819&amp;brettid=48\">Oberseminar Differentialgeometrie der Universit\u00e4t M\u00fcnster (Germany),<\/a> 04\/2011<\/li>\n<li>Nowaczyk, Nikolai. <a href=\"https:\/\/nikno.de\/wp-content\/uploads\/2016\/07\/mpi_talk.pdf\">The de Rham isomorphism and the L<sub>p<\/sub>-cohomology of non-compact Riemannian manifolds<\/a><a href=\"https:\/\/nc.nullteilerfrei.de\/index.php\/s\/nWiPd6JYrLDdGpi\">.<\/a> Seminar on <a href=\"http:\/\/www.mpim-bonn.mpg.de\/node\/3293\">Topics in topology<\/a>, Max-Planck Institut f\u00fcr Mathematik, Bonn (Germany), 03\/2011<\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>Preprints (1) Bakkali, Anas; Greene, Andrew; Nowaczyk, Nikolai; Piterbarg, Vladimir. Branching Simulation for Evaluation of Conditional Expectations, 11\/2025, https:\/\/ssrn.com\/abstract=5716604 Peer-Reviewed Articles (15) Nowaczyk, Nikolai; Piterbarg, Vladimir V. Backtesting Correlated Quantities, 09\/2023, https:\/\/ssrn.com\/abstract=4571812, RISK.net 09\/2024, Podcast Nowaczyk, Nikolai. O&#8217;Halloran, Sharyn. Computing the impact of central clearing on systemic risk, Front. Artif. Intell., 21 February 2024, https:\/\/doi.org\/10.3389\/frai.2024.1138611, &hellip; <a href=\"https:\/\/nikno.de\/index.php\/publications\/\" class=\"more-link\">Continue reading <span class=\"screen-reader-text\">Publications and Preprints<\/span><\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-16","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/nikno.de\/index.php\/wp-json\/wp\/v2\/pages\/16","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/nikno.de\/index.php\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/nikno.de\/index.php\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/nikno.de\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/nikno.de\/index.php\/wp-json\/wp\/v2\/comments?post=16"}],"version-history":[{"count":181,"href":"https:\/\/nikno.de\/index.php\/wp-json\/wp\/v2\/pages\/16\/revisions"}],"predecessor-version":[{"id":535,"href":"https:\/\/nikno.de\/index.php\/wp-json\/wp\/v2\/pages\/16\/revisions\/535"}],"wp:attachment":[{"href":"https:\/\/nikno.de\/index.php\/wp-json\/wp\/v2\/media?parent=16"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}