Michael Paulsen, Dr.

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

Publications: 

• 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"