Former students

• Julian Amon - Scientometric Applications in Statistical Learning and Text Mining: Three Essays

• Robert Bajons (WU) - Statistical Learning for Sports Analytics: Advanced Methods for Player Evaluation in American and European Football

• Giacomo Bressan

• Andreas Celary (WU) - Linearized term structure models: Markov modulation and kernel techniques

• Camilla Damian (Vrije Universiteit Amsterdam) - Statistical Inference for Partial Information Models in Finance: Three Essays

• Eva Flonner - Neural SDEs for Model Calibration and Stochastic Filtering: A focus on Bayesian Methods and a Momentum and Mean Reversion Model

• Natalie Frantsits

• Jan Greve (University of Oslo) - Probability Distributions on Partitions of Data: Theory and Applications

• Niklas Hey (WU) - Solution concepts in convex vector optimization and the computation of Nash equilibria

• Rainer Hirk - Multivariate ordinal models in credit risk: Three essays

• Jana Hlavinová (WU) - Elicitability and identifiabity of set-valued functionals

• Darjus Hosszejni - Bayesian covariance matrix estimation via latent state space models

• Peter Knaus (WU) - Effective (dynamic) Shrinkage in Time-Varying Parameter Models

• Gabriela Kováĉova (UCLA) - The set-valued Bellman principle: Methodology, applications and computation

• Verena Köck - Deep neural network methods for partial integro-differential equations with applications in finance, insurance and economics

• Kevin Kurt - Markov-Modulated Affine Processes: Theory and Applications

• Lukas Sablica (WU) - Topics in Statistical Modeling