portrait photo

Laura Vana

Laura Vana DPhil
Telephone:
+43 1 31336 5032
Email:
Contact information and photo taken from and editable at WU Directory.

CV

2010-2012
MSc in Quantitative Finance

Researcher Identifier

    No researcher identifier found.

Awards and Honors

No awards found.

Classifications

  • 5361 Financial management (Details)
  • 5701 Applied statistics (Details)

Expertise

    No expertises found.

Activities

Reviewer for an international conference
  2014 BAYSM'14 Second Bayesian Young Statisticians Meeting
Attendance scientific meeting (Conference etc.)
  2013 Advanced Statistics and Data Mining Summer School, Univ. Politécnica de Madrid, June 23 - July 5, Madrid, Spain

Publications

Journal article

2018 Vana, Laura, Hofmarcher, Paul, Grün, Bettina, Hornik, Kurt. 2018. Identifying key factors in accounting-based models of credit risk based on a predictive model averaging approach. Advances in Quantitative Analysis of Finance and Accounting. 16 117-146. (Details)
  Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2018. Multivariate ordinal regression models: an analysis of corporate credit ratings. Statistical Methods and Applications, 1-33. open access (Details)
2016 Vana, Laura, Hochreiter, Ronald, Hornik, Kurt. 2016. Computing a journal meta-ranking using paired comparisons and adaptive lasso estimators. Scientometrics 106 (1), 229-251. open access (Details)

Contribution to conference proceedings

2015 Rogge-Solti, Andreas, Vana, Laura, Mendling, Jan. 2015. Time Series Petri Net Models - Enrichment and Prediction . In Proceedings of the 5th International Symposium on Data-driven Process Discovery and Analysis (SIMPDA 2015), Vienna, Austria, December 9-11, 2015. Hrsg. Paolo Ceravolo, Stefanie Rinderle-Ma, S. 109-123. Wien: CEUR Workshop Proceedings. open access (Details)

Paper presented at an academic conference or symposium

2018 Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2018. A Credit Risk Application of Multivariate Ordinal Regression Models using the R package mvord. R/Finance 2018, Chicago, United States/USA, 01.06-02.06. (Details)
  Vana, Laura, Hirk, Rainer, Hornik, Kurt. 2018. Credit Risk Applications of Multivariate Ordinal Regression Models Using the R Package mvord. Data Science in Finance with R (DSF-R 2018), Vienna, Austria, 13.09-14.09. (Details)
  Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2018. mvord: An R Package for Fitting Multivariate Ordinal Regression Models. UseR! 2018, Brisbane, Australia, 10.07-13.07. (Details)
  Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2018. mvord: An R Package for Fitting Multivariate Ordinal Regression Models. Vienna<-R 2018, Vienna, Austria, 13.06. (Details)
2017 Vana, Laura, Hirk, Rainer, Hornik, Kurt. 2017. A joint model of firm failure and credit ratings. 1st International Conference on Econometrics and Statistics (EcoSta 2017), Hongkong, China, 15.06-17.06. (Details)
  Vana, Laura. 2017. Dynamic modeling of credit risk measures. CFE 2017, London, United Kingdom, 16.12-18.12. (Details)
  Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2017. Multivariate ordinal regression models: An analysis of corporate credit ratings. JSM 2017, Baltimore, Vereinigte Staaten/USA, 29.07-03.08. (Details)
  Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2017. Multivariate ordinal regression models: An analysis of corporate credit ratings. 1st International Conference on Econometrics and Statistics (EcoSta 2017), Hongkong, China, 15.06-17.06. (Details)
2016 Vana, Laura, Hirk, Rainer, Hornik, Kurt. 2016. A joint model of firm failure and credit ratings. CFE 2016 10th International Conference on Computational and Financial Econometrics, Sevilla, Spain, 09.12.-11.12. (Details)
  Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2016. Cross-sectional multivariate ordinal regression models with application in credit risk. CFE 2016 10th International Conference on Computational and Financial Econometrics, Seville, Spanien, 09.12.-11.12. (Details)
  Vana, Laura and Schwendinger, Florian and Hochreiter, Ronald. 2016. Portfolio Optimization modeling. RFinance 2016, Chicago, United States/USA, 20.05.-21.05. (Details)
2015 Vana, Laura, Grün, Bettina, Hornik, Kurt. 2015. Modeling creditworthiness using a generalized linear mixed effects approach. 30th International Workshop on Statistical Modelling, Linz, Österreich, 06.07.-10.07.. (Details)
  Vana, Laura, Grün, Bettina, Hornik, Kurt. 2015. Modeling creditworthiness using a generalized linear mixed effects approach. CFE 2015 9th International Conference on Computational and Financial Econometrics, London, United Kingdom, 02.12-04.12. (Details)
2014 Vana, Laura, Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt. 2014. A Predictive Bayesian Model Averaging Approach on Firm Default Probabilities. CFE 2014 8th International Conference on Computational and Financial Econometrics, Pisa, Italien, 06.12-08.12. Invited Talk (Details)
  Vana, Laura, Grün, Bettina, Hofmarcher, Paul. 2014. A Predictive Bayesian Model Averaging Approach on Firm Default Probabilities. BAYSM'14 Second Bayesian Young Statisticians Meeting, Vienna, Österreich, 18.09-19.09. (Details)
  Vana, Laura, Grün, Bettina, Hornik, Kurt. 2014. Mixed-effects modeling of firm default indicators and probability estimates. German Probability and Statistics Days, Ulm, Germany, 04.03-07.03. (Details)
2013 Vana, Laura, Grün, Bettina, Hornik, Kurt. 2013. Mixed-effects modeling of firm default indicators and probability estimates. Eighteenth Austrian, Croatian, Hungarian, Italian and Slovienian Meeting of Young Statisticians, Balatonfüred, Ungarn, 11.10-13.10. (Details)

Poster presented at an academic conference or symposium

2017 Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2017. Multivariate ordinal regression models using the R package MultOrd. useR!2017, Brussels, Belgien, 04.07-07.07. (Details)
2016 Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2016. Multivariate analysis of corporate credit ratings. Vienna Congress on Mathematical Finance - VCMF 2016, Vienna, Österreich, 12.09.-14.09. (Details)

Working/discussion paper, preprint

2017 Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2017. Multivariate Ordinal Regression Models: An Analysis of Corporate Credit Ratings. Research Report Series, Institute for Statistics and Mathematics, Report 132. open access (Details)

Software

2017 Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2017. mvord: An R Package for Fitting Multivariate Ordinal Regression Models. (Details)

Projects

  • No projects found.