Apl. Prof. Dr. Frederik Herzberg

Prof. Dr. Frederik Herzberg

Fachrichtung Mathematik
Universität des Saarlandes
Postfach 15 11 50
66041 Saarbrücken

Büro: Raum 2.11, Gebäude E2 4
Telefon: +49 (0) 681 302 3027
Telefax: +49 (0) 681 302 6583
E-Mail: herzberg[at]math.uni-sb.de

 

Publications

Research monographs

Edited special issue

  • F.S. Herzberg & D. von Wachter (eds.), Causality and Action, special issue of Organon F 26 (2019), no. 1.

Articles in refereed journals and refereed proceedings volumes

Mathematical papers

  • T.R. Fadina & F.S. Herzberg, "Hyperfinite construction of G-expectation". 
    Stochastics 91 (2019), no. 1, pp. 52–66. doi:10.1080/17442508.2018.1502771
  • F.S. Herzberg, V. Kanovei, M. Katz & V. Lyubetsky, "Minimal axiomatic frameworks for definable hyperreals with transfer". 
    Journal of Symbolic Logic 83 (2018), no. 1, pp. 385–391. doi:10.1017/jsl.2017.48
  • T. Bascelli, E. Bottazzi, F.S. Herzberg, V. Kanovei, K.U. Katz, M.G. Katz, T. Nowik, D. Sherry & S. Shnider,
    "Fermat, Leibniz, Euler, and the Gang: The True History of the Concepts of Limit and Shadow". 
    Notices of the American Mathematical Society 61 (2014), no. 8, pp. 848–864. doi:10.1090/noti1149
  • F.S. Herzberg, "Simple nonstandard proofs of Daniell—Kolmogorov-type theorems". 
    Positivity 16 (2012), no. 4, pp. 627–631. doi:10.1007/s11117-011-0135-7
  • F.S. Herzberg, "Hyperfinite stochastic integration for Lévy processes with finite-variation jump part". 
    Bulletin des Sciences Mathématiques 134 (2010), no. 4, pp. 423–445. doi:10.1016/j.bulsci.2010.02.004
  • F.S. Herzberg & T. Lindstrøm, "Corrigendum and addendum to ‘Hyperfinite Lévy processes’ by Tom Lindstrøm". 
    Stochastics 81 (2009), no. 6, pp. 567–570. doi:10.1080/17442500902998615
  • F.S. Herzberg, "Perpetual Bermudan continuity corrections and a multi-dimensional Wiener-Hopf type result". 
    Stochastic Analysis and Applications 27 (2009), no. 1, pp. 176–195. doi:10.1080/07362990802405703
  • F.S. Herzberg, "Addendum to ‘A definable nonstandard enlargement’ ". 
    Mathematical Logic Quarterly 54 (2008), no. 6, pp. 666–667. doi:10.1002/malq.200810002
  • F.S. Herzberg, "A definable nonstandard enlargement". 
    Mathematical Logic Quarterly 54 (2008), no. 2, pp. 167–175. doi:10.1002/malq.200710022
  • S. Albeverio & F.S. Herzberg, "Optimisation of measures on a hyperfinite adapted probability space". 
    Acta Applicandae Mathematicae 100 (2008), no. 1, pp. 1–14. doi:10.1007/s10440-007-9174-2
  • S. Albeverio & F.S. Herzberg, "The moment problem on the Wiener space". 
    Bulletin des Sciences Mathématiques 132 (2008), no. 1, pp. 7–18. doi:10.1016/j.bulsci.2007.01.002
  • F.S. Herzberg, "On two recent applications of nonstandard analysis to the theory of financial markets".
    In: The Strength of Nonstandard Analysis. Proceedings of the International Conference on Nonstandard Mathematics, Aveiro, Portugal, June 2004 (eds. I. van den Berg and V. Neves, preface by W.A.J. Luxemburg), Springer, Vienna 2007, pp. 177–188. doi:10.1007/978-3-211-49905-4
  • S. Albeverio & F.S. Herzberg, "A combinatorial infinitesimal representation of Lévy processes". 
    Stochastics 78 (2006), no. 5, pp. 301–325. doi:10.1080/17442500600900707
  • S. Albeverio & F.S. Herzberg, "Lifting Lévy processes to hyperfinite random walks". 
    Bulletin des Sciences Mathématiques 130 (2006), no. 8, pp. 697–706. doi:10.1016/j.bulsci.2006.02.001

Philosophical papers

Economics papers

Papers on Artificial Intelligence

  • F.S. Herzberg, "Corrigendum and addendum to ‘Universal algebra for general aggregation theory’". 
    Journal of Logic and Computation 25 (2015), no. 3, pp. 979–982. doi:10.1093/logcom/exv015
  • F.S. Herzberg, "Universal algebra for general aggregation theory". 
    Journal of Logic and Computation 25 (2015), no. 3, pp. 965–977. doi:10.1093/logcom/ext009
  • D. Eckert & F.S. Herzberg, "The Problem of Judgment Aggregation in the Framework of Boolean-Valued Models".
    In: Computational Logic in Multi-Agent Systems. CLIMA XV, August 2014, Proceedings (eds. N. Bulling, L. van der Torre, S. Villata, W. Jamroga, W. Vasconcelos), Lecture Notes in Computer Science, vol. 8624, Springer, Heidelberg, 2014, pp. 138–147. doi:10.1007/978-3-319-09764-0_9

Statistical papers

  • F.S. Herzberg & A. Herzberg, "Testing fiscal sustainability via strong convergence of Gaussian random variables". 
    Communications in Statistics – Theory and Methods 42 (2013), no. 18, pp. 2535–2542. doi:10.1080/03610926.2011.622844
  • F.S. Herzberg, "Value-at-Risk levels implied by risk estimators drawn from historical data". 
    Journal of Risk Model Validation 4 (2010), no. 3, pp. 3–26.
  • F.S. Herzberg & C. Bennemann, "Order statistics for Value-at-Risk estimation and option pricing". 
    Wilmott Magazine no. 26 (2006), pp. 46–50. — Corrigendum
  • B. Naundorf, J. Raufeisen, C. Bennemann & F.S. Herzberg,
    "You can't always get what you want – estimating the Value-at-Risk from historical data with limited statistics". 
    Wilmott Magazine no. 26 (2006), pp. 52–55.

Curriculum vitae

Academic qualifications

  • Titular Professor [apl. Prof.], Bielefeld University 2016
  • Habilitation for Philosophy, University of Munich [LMU] 2017
  • Habilitation for Economic Theory, Bielefeld University 2011
  • Doctorate [DPhil] in Mathematics, University of Oxford 2006;
    Specialisation: Mathematical Finance
  • Doctorate [Dr.rer.nat.] in Mathematics, University of Bonn 2005;
    Specialisation: Probability Theory
  • Master's equiv. [Diplom] in Mathematics, University of Bonn 2003
  • Master of Theology, University of Aberdeen 2018

Employment history

  • Lecturer [StR i.H.], Department of Mathematics, Saarland University, since 2022
  • Research Fellow, Center for Mathematical Economics [IMW], Bielefeld University, 2022
  • Secondary School Teacher (Mathematics, Business Administration & Economics), 2020–2022
  • Research Fellow, International Academy of Philosophy [IAP] Liechtenstein, 2017–2019
  • Program Officer, German Academic Scholarship Foundation, Bonn, 2015–2017
  • Assistant Professor, Center for Mathematical Economics [IMW], Bielefeld University, 2007–2015
    • Visiting Fellow, Munich Center for Mathematical Philosophy [MCMP], University of Munich, 2012–2013
    • Visiting Fellow, Department of Mathematics, Princeton University, 2009–2010
    • Visiting Scholar, Department of Mathematics, University of California, Berkeley, 2008
  • Post-Doctoral Researcher & Instructor, Institute for Applied Mathematics, University of Bonn, 2006–2007
  • Consultant (Risk Management), d-fine GmbH, Frankfurt am Main, 2006
  • Post-Doctoral Researcher & Instructor, Institute for Applied Mathematics, University of Bonn, 2005–2006

Scholarships & grants 

  • International Academy of Philosophy [IAP] Liechtenstein / John Templeton Foundation: research fellowship (2017–2019)
  • Munich Center for Mathematical Philosophy [MCMP] / Alexander von Humboldt Foundation: research fellowship (2012–2013)
  • Center for Interdisciplinary Research [ZiF] Bielefeld: Network of Young Scholars membership (2011–2013)
  • German Research Foundation [DFG]: research fellowship (Princeton University, 2009–2010)
  • German Academic Exchange Service [DAAD]: research fellowship (University of California, Berkeley, 2008)
  • German Academic Exchange Service [DAAD]: pre-doctoral scholarship (University of Oxford, 2004–2005)
  • German Academic Scholarship Foundation [Studienstiftung des deutschen Volkes]: undergraduate and pre-doctoral scholarship 2000–2004

Doctoral students

Academic service (selection)

Postanschrift

Universität des Saarlandes
Fachrichtung Mathematik
Postfach 15 11 50
66041 Saarbrücken

Besucheranschrift

Universität des Saarlandes
Fachrichtung Mathematik
Campus E2 4
66123 Saarbrücken