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Rainer Hirk

Dipl.-Ing. Rainer Hirk Ph.D.
Telephone:
+43 1 31336 4180
Email:
Contact information and photo taken from and editable at WU Directory.

CV

since 2015
Research associate
2014-2016
Quantitative Finance
2008-2014
Financial and Actuarial Mathematics

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

No activities found.

Publications

Journal article

2020 Hirk, Rainer, Vana, Laura, Pichler, Stefan, Hornik, Kurt. 2020. A joint model of failures and credit ratings. Journal of Credit Risk. 16 (4), 1-28. (Details)
  Hirk, Rainer, Kastner, Gregor, Vana, Laura. 2020. Investigating the Dark Figure of COVID-19 Cases in Austria: Borrowing From the Decode Genetics Study in Iceland. Austrian Journal of Statistics. 49 (5), 1-17. open access (Details)
  Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2020. mvord: An R Package for Fitting Multivariate Ordinal Regression Models. Journal of Statistical Software. 93 (4), 1-41. open access (Details)
2018 Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2018. Multivariate ordinal regression models: an analysis of corporate credit ratings. Statistical Methods and Applications. 28 (3), 507-539. open access (Details)

Paper presented at an academic conference or symposium

2021 Hirk, Rainer, Vana, Laura, Pichler, Stefan, Hornik, Kurt. 2021. A Joint Model of Failures and Credit Ratings. IAQF & Thalesians Seminar Series, Zoom, United States/USA, 08.03-08.03. Invited Talk (Details)
2019 Hirk, Rainer, Vana, Laura, Hornik, Kurt, Pichler, Stefan. 2019. A joint model of failures and credit ratings. Vienna Congress on Mathematical Finance (VCMF), Vienna, Österreich, 09.09-11.09. (Details)
  Hirk, Rainer, Hornik, Kurt, Vana, Laura. 2019. mvord: An R Package for Fitting Multivariate Ordinal Regression Models. YSM 2019, Basovizza, Italien, 18.10.-20.10. (Details)
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)
  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)

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

2020
Multivariate ordinal regression models for enhanced credit risk modeling (2020-2022) (Details)
2019
High-dimensional statistical learning: New methods to advance economic and sustainability policies (2019-2023) (Details)
2015
Stochastic Filtering and Corporate and Sovereign Credit Risk (2015-2020) (Details)