Track: Statistics and Data Analytics

Supervisor(s): Nikolaus Hautsch

Research topic: Machine Learning meets Financial Econometrics

Track: Statistics and Data Analytics

Supervisor(s): Christa Cuchiero

Research topic: Signature Controlled Differential Equations

Track: Statistics and Data Analytics

Supervisor(s): Moritz Jirak

Research topic: Universality of AIC, FPE and Beyond

Track: Statistics and Data Analytics

Supervisor(s): Tatyana Krivobokova

Research topic: Hierarchical Lasso Models

Track: Statistics and Data Analytics

Supervisor(s): Tatyana Krivobokova

Research topic: Detection of Change-Points in Mean of Gaussian Processes

Track: Statistics and Data Analytics

Supervisor(s): Christa Cuchiero

Research topic: Universal Structures in Mathematical Finance: Non-Markovian Models, Rough Volatility, and Signature-Based Approaches

Track: Statistics and Data Analytics

Supervisor(s): Moritz Jirak

Research topic: An Approximaiton for the Quantils of the Maxima