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Current Theses

  • Marlies Hafer: Vergleich von Bias-korrigierten Matching-Schätzern für den Average Treatment Effect, Bachelor.
  • Carolin Wäscher: Untersuchung schwacher Instrumente bei linearer Regression mit Instrumentalvariablen, Bachelor.
  • Axel Preis: Bootstrap für Quantilsautoregression, Master.
  • Maxime Faymonville: Bootstrap-based prediction for INAR processes, Master.

 

Past Theses (TU Dortmund)

  • Raphael Meixner: Comparing penalisation approaches for high-dimensional ARCH processes, Master, 2020.
  • Philipp Stockhaus: Vergleich der Zuverlässigkeit von Verfahren zur künstlichen Kontrollgruppenbildung mittels Krankenkassendaten, Master, 2020.
  • Guy Merlin Tchamegni: Budget Stress Test, credit Risk Roll Rate Modelling and Projection, Master, 2019.
  • Barbara Brune: On Subgraph Counts and Goodness-Of-Fit Testing for Stochastic Network Models, Master, 2019.
  • An Viet Nguyen, Modellierung und Prognose der Bundestagswahlen mit Hilfe von VAR-Modellen kompositioneller Daten, Bachelor, 2019.
  • Fabian Erdmann, Mixed-Frequency Analyse makroökonomischer Daten mittels MIDAS, Bachelor, 2019.
  • Daniel Dzikowski, Volatilitätsanalyse von Log-Renditen mittels multivariater GARCH. Bachelor, 2019.
  • Johannes-Markus Yar, Bewertung von Modellrisiken durch Challengermodelle und –analysen - Conditional Inference Tree und Random Forest als Alternative zum klassischen Ratingverfahren, Master, 2018.
  • Philipp Hallmeier, Spektraldichteschätzung mittels bootstrapbasiertem Thresholding der Fourierkoeffizienten, Master, 2018.

 

Past Theses (University of Mannheim)

  • Tobias Krabel, Residual Value Forecasting Using Tree-based Ensemble Methods: an Application to the Automobile Industry, Master, 2018.
  • Shaikh Tanvir Hossain, Lasso & Vector Autoregressive Models - with Applications to Dynamic Stochastic Networks, Master, 2017.
  • Marius Barckmann, On Germany's Intraday Power Market: Forecasting and Price Path Simulation, Master, 2017.
  • Felix Prenzel, A comparison of different asymmetric GARCH models for financial data, Bachelor, 2017.
  • Richard Grandpierre, Interest Revenue Forecasts for German Banks. A Dynamic Regression Tree Approach, Master, 2016.
  • Julia Steinmetz, On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms, Bachelor, 2016.
  • Lukas Müller, Backtesting and Risk Measures, Bachelor, 2016.
  • Florian Böser, Discrete Time Series Models and their Applications to Networks, Master, 2015.
  • Florian Böser, Asymptotics of empirical autocovariances and autocorrelations in weakly linear models, Bachelor, 2013.