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Current Theses

  • Daniel Dzikowski, Volatilitätsanalyse von Log-Renditen mittels multivariater GARCH. Bachelor.
  • Johannes-Markus Yar, Quantitatives Modellrisikomanagement: Entwicklung und Validierung verschiedener Ratingverfahren, Master.


Past Theses (TU Dortmund)

  • 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.