Julio Daniel Backhoff Veraguas, Prof. Dr.

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:

• "Optimización robusta de portafolios en un mercado financiero a tiempo continuo: caso de incertidumbre no compacta o lineal", Thesis for Engineering Mathematics, Universidad de Chile (2011).http://www.cybertesis.uchile.cl/tesis/uchile/2010/cf-backhoff_jv/pdfAmont/cf-backhoff_jv.pdf (or http://www.dim.uchile.cl/~backhoff/Memoria.pdf for a rough english translation).
• "Some sensitivity results in stochastic optimal control: A Lagrange multiplier point of view" (April/2014, collaboration with Francisco Silva, submitted) http://arxiv.org/abs/1404.0586
• "Robust optimization in financial markets without model compactness" (May/2014, collaboration with Joaquín Fontbona,submitted)http://arxiv.org/abs/1405.0251
• "Conditional optimization and dynamic Principal-Agent problems"

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