I am a postdoctoral researcher at the Humboldt University of Berlin in the team of Ulrich Horst in the Applied Financial Mathematics & Applied Stochastic Analysis research group.

Previously, I was a scientific assistant in a Math+ Project at TU Berlin and a PhD student under the supervision of Peter K. Friz and Christian Bayer.

In the spring semester 2022 I am teaching the course Continuous Time Finance.

Short CV

since October 2021 Postdoctoral Researcher at Humboldt Universität zu Berlin
September 2021 Dr. rer. nat., Technische Universität Berlin
April 2019 - September 2021 Scientific Assistant at Technische Universität Berlin
March 2019 Master of Science, Technische Universität Berlin

You can find my detailed CV here: PDF.​​​​​​

Research Interest

  • Signatures and their applications in stochastic optimization and machine learning.
  • Fractional Brownian motion, log-correlated fields, Gaussian multiplicative chaos and their applications to volatility modelling.

​Preprints

  • C. Bayer, P. Hager, S. Riedel, J. Schoenmakers, Optimal stopping with signatures, 03 May 2021, arXiv (accepted at the Annals of Applied Probability)
  • C. Bayer, D. Belomestny, P. Hager, P. Pigato, J. Schoenmakers, V. Spokoiny, Reinforced optimal control, 24 Nov 2020, arxiv (accepted in the Communications in Mathematical Sciences)

Publications

  • P. K. Friz, P. P. Hager, N. Tapia, Unified Signature Cumulants and Generalized Magnus Expansions, Forum of Mathematics, Sigma, 10, E42. (2022), (journal, arxiv)
  •  P. Hager, E. Neuman, The multiplicative chaos of H = 0 fractional Brownian fields., Annals of Applied Probability, 32 (3) 2139 - 2179 June 2022, (journal, arxiv)
  • C. Bayer, D. Belomestny, P. Hager, P. Pigato, J. Schoenmakers, Randomized optimal stopping algorithms and their convergence analysis, SIAM Journal on Financial Mathematics, 12(3), 1201–1225 (2021), (journalarxiv)

Selected Talks

Contact

Paul Hager
Humboldt University Berlin
Department of Mathematics
Unter den Linden 6
10099 Berlin

Office: 
Rudower Chaussee 25
Haus 1; Suite 105
12486 Berlin

Phone:
+49 (0) 30 2093 45403

Email address: 
paul.hager[at]hu-berlin.de
hagerpa[at]gmail.de