Humboldt-Universität zu Berlin
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Wirtschaftswissenschaftliche Fakultät
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Statistik
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Staff
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Ladislaus von Bortkiewicz Chair of Statistics - Ph.D. Students
Ladislaus von Bortkiewicz Chair of Statistics - Ph.D. Students
Ph.D. theses/Current occupations
| Author | Title | Year | Current occupations |
|---|---|---|---|
| T. Ahmad | Design and evaluation of statistics e-learning systems, its implementation in an operating system GNU/Linux | 2008 | Tishreen university, Latakia, Syria |
| A.V. Andriyashin | Stock picking via Nonsymmetrically Pruned Binary Decision Trees With Reject Option | 2009 | Corecam AG, Zug, Switzerland |
| M. Benko | Functional Data Analysis with Applications in Finance | 2006 | Deutsche Bank, London, U.K. |
| T. Benschop | Reduced form models for modelling the European CO2 market and systemic risk | 2017 | CPB Netherlands Bureau for Economic Policy Analysis, The Hague, Netherlands |
| I. Bertschek-Entorf | Semiparametric Analysis of Innovative Behavior | 1996 | ZEW, Mannheim, Germany |
| M. Bianchi | Time Series Modelling in the Presence of structural change | 1995 | MMB Advisers LTD, London, U.K. |
| S. Borak | Dynamic Semiparametric Factor Model | 2008 | Deutsche Bank, Greater New York City Area, USA |
| L. Borke | Dynamic Clustering and Visualization of Smart Data via D3-3D-LSA | 2017 | Schnell Media, Berlin, Germany |
| P. Burdejova | Trend Testing and Modelling of Dynamic Tail Event Curves | 2018 | Humboldt-Universität zu Berlin, Berlin, Germany |
| S. Chao | Quantile regression in risk calibration | 2015 | Purdue University, West Lafayette, USA |
| S. Chen | Econometric Measures of Financial Risk in High Dimensions | 2017 | KIT Karlsruhe Institute of Technology. Karlsruhe, Germany |
| Y. Chen | Adaptive risk management | 2007 | National University of Singapore, Singapore |
| B. Choroś-Tomczyk | Copula Dynamics in Collateralized Debt Obligations | 2013 | KPMG, Luxembourg, Luxembourg |
| P. Cížek | Essays on Robust Estimation in Econometrics | 2002 | Tilburg University, Tilburg, The Netherlands |
| A. Desdoigts | Changes in the World Income Distribution: A Nonparametric Approach to Challenge the Neo-classical Convergence Argument | 1994 | IEDES - Université Paris 1 Panthéon Sorbonn, Paris, France |
| K. Detlefsen | Equity derivatives markets | 2007 | Deutsche Bank, London,UK |
| I. Duca | Stock Return Market Expectations Implied from Options | 2013 | European Central Bank, Frankfurt am Main, Germany |
| L. Fang | Mortality Model and Lonevity Risk | 2017 | Wayfair, Berlin, Germany |
| M. Fengler | Semiparametric Modelling of Implied Volatility ISBN: 3-540-26234-2, Springer Verlag Heidelberg |
2004 | Universität St. Gallen, St. Gallen, Switzerland |
| E. Giacomini | Time Varying Adaptive Copulae and Dynamic Semiparametric Factor Models with Applications in Finance | 2009 | Deutsche Bank, Frankfurt am Main und Umgebung, Germany |
| M. Grith | Dynamics of Risk Attitudes | 2013 | Erasmus Universität, Rotterdam, Netherlands |
| M. Guo | Generalised Quantile Regression | 2012 |
Southwestern University of Finance and Economics - 西南财经大学, Chengdu, P.R. China |
| C. Hafner | Nonlinear Time Series Analysis with Applications to foreign Exchange Rate Volatility ISBN 3-7908-1041-X Physica-Verlag Heidelberg |
1996 |
Université catholique de Louvain, Louvain-la-Neuve, Belgium |
|
K. Hanewald |
Stochastic Mortality and Demographic Risks | 2010 | University of New South Wales, Sydney, Australia |
| C. Huang | Statistical Inference on High-Dimensional Tail Event Curves | 2017 | University of St. Gallen, St. Gallen, Switzerland |
| Z. Hlavka | Robust Sequential Methods | 2000 | Univerzita Karlova, Prag, Czech Republic |
| A. Ilal | Methodisch-statistische Probleme der Messung der sozialökonomischen Entwicklung in den am wenigsten entwickelten Ländern (LLDC) Afrikas | 1996 | Independent Consultant, Mozambique |
| T. Kleinow | Testing continuous time models in financial markets | 2002 | Heriot-Watt University, Edinburgh, U.K. |
| S. Klinke | Data Structures for Computational Statistics ISBN 3-7908-0982-9 Physica-Verlag Heidelberg |
1996 | Humboldt-Universität zu Berlin, Berlin, Germany |
| T. Kötter | Entwicklung statistischer Software Entwurf-Implementation-Netzwerkschnittstellen-Anwendungen ISBN 3-7908-1095-9 Physica-Verlag Heidelberg |
1997 | SAP, Berlin, Germany |
| H. Lehmann | Client/Server based Statistical Computing | 2004 | SAP, Berlin, Germany |
| B. López Cabrera | Weather Risk Management: CAT bonds and Weather Derivatives | 2010 | Humboldt-Universität zu Berlin, Berlin, Germany |
| P. Majer | Dynamic Semiparametric Factor Model in Applications to fMRI and Interest Rates | 2015 | expedia inc., London, UK |
| D. Mercurio | Adaptive Estimation for Financial Time Series | 2004 | Generali Italia s.p.a, Treviso, Italy |
| A. Mihoci | Structural adaptive models in financial econometrics | 2012 | Brandenburg University of Technology Cottbus-Senftenberg, Germany |
| R. Moro | Heterogeneous Agent Approach vs. Representative Agent and The Application of Support Vector Machines to Default Risk Analysis | 2008 | Brunel University, London, U.K. |
| J. Mungo | Modeling High Dimensional Time Series for Factors Driving Volatility Strings | 2009 | RIEMSER Arzneimittel AG, Greifswald, Germany |
| S. Nasekin | Dynamic dimension reduction for financial applications | 2017 | Lancaster University, Lancaster, U.K. |
| M. Osipenko | Essays on Multivariate Dependence Modeling with Applications to Electricity Demand and Weather | 2013 | Deutsche Kreditbank AG, Germany |
| A. Petukhina | Tail event driven asset allocation strategies for high-dimensional portfolios | 2018 | Humboldt-Universität zu Berlin, Berlin, Germany |
| H. Pham-Thu | Dependence Structure of Credit Default Swaps to Common Factors and Underlying Assets | 2018 | Deutsche Bank Risk Lab, Berilin, Germany |
| D.D. Prastyo | On Single- and Multi-Period Corporate Default Prediction | 2015 | Surabaya University, Surabaya, Indonesia |
| I. Proenca | Testing the Link Specification in binary choice Models. A Semiparametric Approach | 1995 | ISEG, Universita Technica Lisboa, Lissabon, Portugal |
| A. Ristig | Iterative Estimation of Parametric Models - Theory and Practice | 2015 | Universität Wien, Vienna, Austria |
| J. Rodriguez Poo | Constrained Nonparametric Regression | 1992 | Universidad de Cantabria, Santander, Spain |
| P. Sarda | Quelques aspects de l`estimation non parametrique | 1988 | Université Toulouse-Jean-Jaurès, Toulouse, France |
| F. Schulz | Probabilistic Models in Energy Finance | 2017 | Energy Brainpool, Berlin, Germany |
| R. Schulz | Valuation of properties and economic models of real estate markets | 2003 | University of Aberdeen, Aberdeen, U.K. |
| E. Silyakova | Modelling implied correlation dynamics | 2013 | PWC Consulting, Berlin, Germany |
| H. Sofyan | Clustering and Fuzzy Techniques: Theory, Implementation and Applications ISBN 3-86504-039-X Tenea-Verlag Berlin |
2003 | Syiah Kuala University, Banda Aceh, Indonesia |
| S. Song | Confidence Bands in Quantile Regression and Generalized Dynamic Semiparametric Factor Models | 2010 | Michigan State University, East Lansing, USA |
| S. Sperlich | Additive Modelling and Testing Model Specification ISBN 3-8265-5685-2 Shaker Verlag |
1998 | Département d'économétrie, Université de Genève, Switzerland |
| S. Stahlschmidt | Towards Causal Reasoning: Notes on Dimesnion Reduction, Graphical Models and Treatment Effects | 2015 | Deutsches Zentrum für Hochschul- und Wissenschaftsforschung, Hannover, Germany |
| R. Timofeev | Statistical Aspects of Stock Picking and Risk-Averse Behaviour | 2010 | Deutsche Bank, Frankfurt am Main, Germany |
| S. Trimborn | Statistics of Digital Finance | 2018 | National University of Singapore, Singapore |
| B. Turlach | Computer-Aided Additive Modelling | 1994 |
The University of Western Australia, Australia |
| P. Vieu | Contributions l`estimation fonctionelle | 1987 | Université Paul Sabatier, Toulouse, France |
| W. Wang | Adaptive Methods for Risk Calibration | 2012 | Humboldt-Universität zu Berlin, Berlin, Germany |
| M. Wersing | Real Estate Valuation and Investment Strategies | 2011 | Lecturer, Robert Gordon University Aberdeen, Aberdeen, U.K. |
| X. Xiu | Probabilistic Models in Financial Risk Management | 2017 | Suzhou University, Suzhou, Jiangsu, P.R. China |
| L. Yu | Tail Event driven Financial Risk Modelling | 2017 | Humboldt-Universität zu Berlin, Berlin, Germany |
| L. Zbonakova | Time Varying Penalized Models in High Dimensions | 2018 | Humboldt-Universität zu Berlin, Berlin, Germany |
| A. Zharova | Measures of University Research Output | 2018 | Humboldt-Universität zu Berlin, Berlin, Germany |
| J. Zheng | Wavelet Applications in Time Serie | 2002 | Industrial and Commercial Bank of China (中国工商银行), Peking, P.R. China |
| U. Ziegenhagen | Essays on the use of e-Learning in Statistics and the Implementation of Statistical Software | 2009 | IKB Deutsche Industriebank AG, Düsseldorf, Germany |