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. |
| I. Bertschek-Entorf | Semiparametric Analysis of Innovative Behavior | 1996 | ZEW, Mannheim, Germany |
| M. Bianchi | Time Series Modelling in the Presence of structural change | 1995 | Thames River Capital Limited, London, U.K. |
| S. Borak | Dynamic Semiparametric Factor Model | 2008 | Deutsche Bank, London, U.K. |
| Y. Chen | Adaptive risk management | 2007 | National University of Singapore, Singapore |
| 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 | Université de Evry, Evry, France |
| K. Detlefsen | Equity derivatives markets | 2007 | Commerzbank, London, United Kingdom |
| M. Fengler |
Semiparametric Modelling of Implied Volatility ISBN: 3-540-26234-2, Springer Verlag Heidelberg |
2004 | Sal. Oppenheim, Frankfurt am Main, Germany |
| E. Giacomini | Time Varying Adaptive Copulae and Dynamic Semiparametric Factor Models with Applications in Finance | 2009 | Deutsche Bank, Frankfurt am Main, Germany |
| C. Hafner |
Nonlinear Time Series Analysis with Applications to foreign Exchange Rate Volatility ISBN 3-7908-1041-X Physica-Verlag Heidelberg |
1996 | Universite Catholique de Louvain, Louvain-la-Neuve, Belgium |
| 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 | Humboldt-Universität zu Berlin, Berlin, Germany |
| 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 |
| D. Mercurio | Adaptive Estimation for Financial Time Series | 2004 | Banca Nazionale, Rom, Italy |
| 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 | |
| I. Proenca | Testing the Link Specification in binary choice Models. A Semiparametric Approach | 1995 | Universita Technica Lisboa, Lissabon, Portugal |
| J. Rodriguez Poo | Constrained Nonparametric Regression | 1992 | Universidad de Cantabria, Santander, Spain |
| P. Sarda | Quelques aspects de l`estimation non parametrique | 1988 | Université Paul Sabatier, Toulouse, France |
| R. Schulz | Valuation of properties and economic models of real estate markets | 2003 | University of Aberdeen, Aberdeen, UK |
| 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 | University of Texas at Austin, USA |
| S. Sperlich |
Additive Modelling and Testing Model Specification ISBN 3-8265-5685-2 Shaker Verlag |
1998 | Département d'économétrie, Université de Genève, Switzerland |
| R. Timofeev | Statistical Aspects of Stock Picking and Risk-Averse Behaviour | 2010 | Deutsche Bank, Frankfurt am Main, Germany |
| B. Turlach | Computer-Aided Additive Modelling | 1994 | National University of Singapore, Singapore |
| P. Vieu | Contributions l`estimation fonctionelle | 1987 | Université Paul Sabatier, Toulouse, France |
| J. Zheng | Wavelet Applications in Time Serie | 2002 | Industrial and Commercial Bank of China, Peking, China |
| U. Ziegenhagen | Essays on the use of e-Learning in Statistics and the Implementation of Statistical Software | 2009 | Sal. Oppenheim, Cologne, Germany |
