Philipp Harms

Bio

I am a Junior Professor in mathematical stochastics and finance at Freiburg University since April 2016.

Previously, I was a PostDoc in Josef Teichmann's working group in financial mathematics at ETH Zürich and in Harvard EdLabs. I did my PhD in mathematics at the University of Vienna in shape analysis and Riemannian geometry on infinite-dimensional spaces.

Research interests: stochastic analysis, mathematical finance, stochastic filtering and optimal control, differential geometry in infinite dimensions, shape analysis.

Preprints

20. Martin Bauer, Philipp Harms, Stephen C. Preston.
    Vanishing distance phenomena and the geometric approach to SQG.
    arXiv:1805.04401.
21. Philipp Harms, Marvin Müller.
    Weak convergence rates for stochastic evolution equations and applications to nonlinear stochastic wave, HJMM, stochastic Schroedinger and linearized stochastic Korteweg-de Vries equations.
    arXiv:1710.01273.

Publications

1. Philipp Harms, David Stefanovits.
   Affine representations of fractional processes with applications in mathematical finance.
   Accepted for publication in Stochastic Processes and their Applications (2018). arXiv:1510.04061.
2. Roland Fryer, Philipp Harms, Matthew Jackson.
   Updating Beliefs When Evidence is Open to Interpretation: Implications for Bias and Polarization.
   Accepted for publication in the Journal of the European Economic Association (2018). SSRN working paper 2263504.
3. Martin Bauer, Martins Bruveris, Philipp Harms, Peter Michor.
   Soliton solutions for the elastic metric on spaces of curves.
   Discrete and Continuous Dynamical Systems 38, 3 (2018), pp. 1161-1185. arXiv:1702.04344.
4. Philipp Harms, David Stefanovits, Josef Teichmann, Mario Wüthrich.
   Consistent recalibration of yield curve models.
   Math. Fin. 28, 3 (2018), pp. 757-799. arXiv:1502.02926.
5. Roland Fryer, Philipp Harms.
   Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability.
   Math. Oper. Res. 43, 2 (2018), pp. 399-427. arXiv:1506.07291.
6. Martin Bauer, Martins Bruveris, Philipp Harms, Jakob Møller-Andersen.
   A numerical framework for Sobolev metrics on the space of curves.
   SIAM J. Imaging Sci. 10, 1 (2017), pp. 47-73. arXiv:1603.03480. Code available on https://github.com/h2metrics/h2metrics.
7. Philipp Harms, David Stefanovits, Josef Teichmann, Mario Wüthrich.
   Consistent recalibration of the discrete-time multifactor Vasicek model.
   Risks 4, 3 (2016), pp. 1-31. arXiv:1512.06454.
8. Martin Bauer, Martins Bruveris, Philipp Harms, Jakob Møller-Andersen.
   Second order elastic metrics on the shape space of curves.
   1st International Workshop on Differential Geometry in Computer Vision for Analysis of Shapes, Images and Trajectories, 2015. arXiv:1507.08816.
9. Martin Bauer, Martins Bruveris, Philipp Harms, Jakob Møller-Andersen.
   Curve Matching with Applications in Medical Imaging.
   5th MICCAI Workshop on Mathematical Foundations of Computational Anatomy, 2015. arXiv:1506.08840.
10. Martin Bauer, Philipp Harms.
    Metrics on Spaces of Surfaces where Horizontality equals Normality.
    Differential Geometry and its Applications 39 (2015), pp. 166-183. arXiv:1403.1436.
11. Martin Bauer, Philipp Harms, Peter W. Michor.
    Sobolev Metrics on Shape Space, II: Weighted Sobolev Metrics and Almost Local Metrics.
    Journal of Geometric Mechanics 4, 4 (2012), pp. 365-383. arXiv:1109.0404.
12. Martin Bauer, Martins Bruveris, Philipp Harms, Peter W. Michor.
    Geodesic distance for right invariant Sobolev metrics of fractional order on the diffeomorphism group.
    Annals of Global Analysis and Geometry 44, 1 (2013), pp. 5-21. arXiv:1105.0327.
13. Martin Bauer, Philipp Harms, Peter W. Michor.
    Sobolev metrics on the manifold of all Riemannian metrics.
    Journal of Differential Geometry 94, 2 (2013), pp. 187-208. arXiv:1102.3347.
14. Martin Bauer, Martins Bruveris, Philipp Harms, Peter W. Michor.
    Vanishing geodesic distance for the Riemannian metric with geodesic equation the KdV-equation.
    Annals of Global Analysis and Geometry 41, 4 (2012), pp. 461-472. arXiv:1102.0236.
15. Martin Bauer, Philipp Harms, Peter W. Michor.
    Curvature weighted metrics on shape space of hypersurfaces in n-space.
    Differential Geometry and its Applications 30, 1 (2012), pp. 33-41. arXiv:1102.0678.
16. Martin Bauer, Philipp Harms, Peter W. Michor.
    Sobolev metrics on shape space of surfaces.
    Journal of Geometric Mechanics 3, 4 (2011), pp. 389-438. arXiv:1009.3616.
    Erratum. A gap in Section 6.6 was discovered and corrected by Olaf Müller in his paper "Applying the index theorem to non-smooth operators." Journal of Geometry and Physics 116 (2017): 140-145.
17. Philipp Harms, Andrea C. G. Mennucci.
    Geodesics in infinite dimensional Stiefel and Grassmann manifolds.
    Comptes Rendus Mathematique 350, 15-16 (2012), pp. 773-776. arXiv:1209.2878.
18. Martin Bauer, Philipp Harms, Peter W. Michor.
    Almost local metrics on shape space of hypersurfaces in n-space.
    SIAM Journal on Imaging Sciences 5, 1 (2012), pp. 244-310. arXiv:1001.0717.

Technical reports

1. Martin Bauer, Philipp Harms.
   Hörmander's condition for normal bundles on spaces of immersions.
   Math on the Rocks – Shape Analysis Workshop in Grundsund (2015). arXiv:1511.05883.
2. Martin Bauer, Philipp Harms.
   Metrics with prescribed horizontal bundle on spaces of curves.
   Math on the Rocks – Shape Analysis Workshop in Grundsund (2015). arXiv:1511.05889.
3. Philipp Harms.
   Metrics on spaces of immersions where horizontality equals normality.
   Math in the Cabin – Shape Analysis Workshop in Bad Gastein (2014). eprint:hal‑01076953.

Theses

1. Sobolev metrics on shape space of surfaces.
   PhD thesis, University of Vienna, 2010. arXiv:1211.3515.
2. The Poincaré Lemma in Subriemannian Geometry.
   Master thesis, Vienna University of Technology, 2008. arXiv:1211.3531.

Contact and Impressum

philipp.harms@stochastik.uni-freiburg.de
www.stochastik.uni-freiburg.de/professoren/philipp-harms
Last updated in August 2018 by Philipp Harms.