Institute for Statistics and Mathematics

Tel.:
  +43 1 31336 4757
Fax:
  +43 1 31336 774
 Address:

Gebäude D4, Ebene 4
Welthandelsplatz 1
1020 Wien
 Homepage:
http://www.wu.ac.at/statmath
 OrgID
3804, IN

Publications

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Book (monograph)

Chapter in edited volume

Journal article

Encyclopedia article

Working/discussion paper, preprint

Research report, expert opinion

Contribution to conference proceedings

Paper presented at an academic conference or symposium

Magazine/newspaper article

Lecture notes/article in lecture notes

Book or article review

Multimedia

Diploma thesis

Dissertation

Habilitation

Edited book (editorship)

Miscellaneous

Unpublished lecture

Master thesis

Poster presented at an academic conference or symposium

Textbook

eBook/chapter in eBook

eJournal article

Media report

Miscellaneous

Forthcoming

Software

Projects

2019
Dynamic measures of systemic risk (2019-2023) (Details)
2016
Shrinking and Regularizing Finite Mixture Models (2016-2019) (Details)
2011
Filtering techniques in the modeling, pricing and hedging of interest rate and credit risk (2011-2014) (Details)
PhD Programm: Vienna Graduate School of Finance (2011-2014) (Details)
2010
Modeling Market Implied Ratings (2010-2012) (Details)
2009
Profit Persistence, Entry and Exit, Asset Prices (2009-2014) (Details)
2008
IRT Software for Health Outcomes and Behavioral Cancer Research (2008-2011) (Details)
Language Technologies for Lifelong Learning (2008-2011) (Details)
National Research Network “The Austrian Center for Labor Economics and the Analysis of the Welfare State”, Project Bayesian Econometrics (FWF S10309-G14) (2008-2014) (Details)
2007
Modelling Unobserved Heterogeneity Using Mixtures (2007-2010) (Details)
Modelling the rating process and rating validation (2007-2009) (Details)
Microsimulation Model (2007-2014) (Details)
WWTF-Science Chair for Mathematics and Finance (2007-2012) (Details)
2006
Validation of Rating Systems (2006-2007) (Details)
2005
Pricing and Hedging (Details)
Common structures in spatial econometrics (2005-2007) (Details)
2004
A computational environment for mining association rules and frequent item sets in R (2004-2008) (Details)
Algorithms for computing experimental designs for uncontrolled independent variables (2004-2005) (Details)
2003
OPTIMAL DESIGN FOR CORRELATED PROCESSES AND ITS ROLE IN SPATIAL STATISTICS (2003-2005) (Details)
International Workshop „Data Integration and Record Matching”, Vienna (2003-2003) (Details)
Random Variate Generation and Markov Chain Monte Carlo (2003-2006) (Details)
2001
DIECOFIS - Development of a system of indicators on competitiveness and fiscal impact on enterprises performance (2001-2003) (Details)
Introduction of the e-card - Evaluation of the trial operation (2001-2006) (Details)
mODa6, 6th International Workshop on Model-Oriented Design and Analysis (2001-2001) (Details)
Risk analysis of interest rate models (2001-2002) (Details)
2000
Multi-subject longitudinal models with random coefficients and patterned correlation structure (2000-2003) (Details)
Clustering (financial) time series according to their predictability by automatically chosen predictors (2000-2002) (Details)
Eigenvectors of Graph-Laplace-Operators (2000-2003) (Details)
Boundary Crossing Probability (2000-2010) (Details)
1999
Automatic random variate generation (1999-2003) (Details)
New organisational forms: Devolvement of responsibilities and its impact on the firm. A comparative analysis of Austria, Germany and Sweden at the example of the human resource function (1999-2002) (Details)
Studying progress: An event history analysis (1999-2002) (Details)
Growth and employment in Europe: Sustainability and competitiveness (1999-2010) (Details)
Conjoint analysis using tools from state space modelling (1999-2000) (Details)
1998
Bayesian methods for Markov switching time series models (1998-2000) (Details)
1997
Robust process control techniques (1997-1998) (Details)
Adaptive modelling in economics and management science (1997-2003) (Details)
Adaptive information systems and modelling in economics and management science - Initiative 5: Artificial factory (1997-2003) (Details)
Adaptive information systems and modelling in economics and management science (1997-2002) (Details)
The analysis of rank order preference data based on Bradley-Terry type models (Details)
Adaptive Modelling - Market segmentation and product positioning (1997-2003) (Details)
1996
Robustness of PLS for estimating latent structure models (1996-1998) (Details)
1994
Selection and implementation of statistical methods for dynamic account data analysis for monitoring of creditworthiness of corporates (1994-1998) (Details)
1990
Quantization (1990-2010) (Details)
1984
Data compression and information reduction in statistical experiments (Details)
1980
Mathematical foundations of asymptotic statistics (Details)