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Dr. Nicole Hufnagel
Mathematisches Institut der Heinrich-Heine-Universität Düsseldorf
Universitätsstr. 1

Building: 25.22.
Floor/Room: 00.56
D - 40225 Düsseldorf
+49 211 81-13781

Research interests

  • Machine Learning for finance
  • (Self-similar) stochastic processes (e.g., interacting particle systems)
  • Statistics for stochastic processes



  • Tutorials in "Financial Mathematics I" (Spring 2024)
  • Tutorials in "Probability Theory" (Fall 2023)

Technical University of Dortmund (as an undergraduate and PhD student)

  • Tutorials in "Stochastic Analysis with application in Financial Mathematics" (Spring 2018, Spring 2023)
  • Tutorials in "Lévy processes and option pricing" (Fall 2018)
  • Tutorials in "Stochastic I" (Spring 2015, Spring 2016, Spring 2022)
  • Tutorials in "Stochastic II" (Fall 2015, Fall 2016, Fall 2022)
  • Tutorials in "Analysis I" (Fall 2014)
  • Tutorials in "Analysis II" (Fall 2016, Fall 2019)


Submitted for publication:

  1. Hufnagel N. and Andraus S. (2023+): Collision times of multivariate Bessel processes with their Weyl chambers' boundaries and their Hausdorff dimension.
  2. Hufnagel N. and Andraus S. (2021+): Hausdorff dimension of collision times in one-dimensional log-gases.

Peer-reviewed journals:

  1. Cheng Y., Hufnagel N. and Masuda H. (2022): Estimation of ergodic square-root diffusion under high-frequency sampling. Econometrics and Statistics
  2. Hufnagel N. and Woerner J.H.C. (2022): Martingale estimation functions for Bessel processes. Statistical Inference for Stochastic Processes, Vol. 25, 337-353
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