Dependence Modeling – PLUS
The team Dependence Modeling deals with random quantities and the multidimensional associations and dependencies that occur between these quantities; the range of applications is therefore extremely diverse.The group focuses on basic research concerning the evaluation, estimation, comparison and construction of such dependencies as well as its application to feature selection problems arising whenever multivariate data is available (finance, manufacturing industry, etc.).
Postdoc-Position: Sebastian Fuchs
Dr. Sebastian Fuchs is Senior Scientist at the Department of Artificial Intelligence & Human Interfaces at PLUS. He mainly works on topics in dependence modeling, quantitative risk management and nonparametric statistics with particular interest in financial and actuarial applications.
Postdoc-Position: Jonathan Ansari (ReDim)
After completing his PhD in mathematics, Dr. Jonathan Ansari researched and lectured at the University of Freiburg at the Department of Quantitative Finance, with a specialization in dependency modelling, risk analysis and financial mathematics. At PLUS, he is working on the FWF project ReDim on quantifying dependencies via dimensionality reduction.
Postdoc-Position: Dietmar Hareter
Dr. Dietmar Hareter studied Technical Mathematics, concentration in “Mathematics in Science”, with a focus on statistics as well as Actuarial Mathematics at the Vienna University of Technology. He is a Certified Actuary in the Actuarial Association of Austria (AVÖ) and has been involved in the development and implementation of forecasting models for more than 15 years.
Predoc-Position: Yuping Wang (ReDim)
Yuping Wang MSc achieved her Bachelor’s degree in Economics and Mathematics at the University of Erlangen–Nuremberg and her Master’s degree in Mathematical Finance and Actuarial Science at the Technical University of Munich. Currently, she is working on the FWF project ReDim at PLUS.
Predoc-Position: Marco Tschimpke (ProSA)
Marco Tschimpke MSc completed his Bachelor’s and Master’s degree in mathematics at PLUS and focused on the field of probability theory and statistics. He is currently working on his PhD within a project with AMAG (ProSA project) and focuses on dependence modeling/detection and pattern recognition.
Predoc-Position: Nicolas Dietrich (Data Science PhD Doktorand, Red Bull)
Nicolas Dietrich MSc schloss sowohl das Bachelor- als auch das Masterstudium in Mathematik an der PLUS ab. In seiner Masterarbeit beschäftigte er sich mit der Existenz von Lösungen für partielle Differentialgleichungen. Mittlerweile promoviert er im Bereich Abhängigkeitsmodellierung und Mustererkennung und befasst sich mit dem Konvergenzverhalten von Copulae.
Masterstudent: Carsten Limbach (DM-Fuchs)
Carsten Limbach BSc BSc completed his Bachelor’s degree in Economics and Mathematics at the Rheinische Friedrich-Wilhelms-Universität Bonn. He is currently pursuing a Master’s degree in Economics and Mathematics at PLUS. The main topics of his research are dependence modeling, game theory and data analysis.
