Statistics Seminar
The Statistics Seminar is a forum in which doctoral students as well as Bachelor and Master students present their current research. The seminar is primarily for students who write their theses at our chair, but also everybody else is welcome to attend the seminar.
The seminar takes place on Wednesday, 16:45 h – 17:45 h in room LG 4.109
11.12.2024 – Daniil Sverev (FAU), Vinzent Baron
Daniil Sverev: „Der Effekt von Ölpreisschocks auf Inflationserwartungen: Eine empirische Analyse von US-Haushalten.“
Vinzent Baron: “Evaluating the predictive accuracy of GARCH models across financial time series.”
18.12.2024 – Philipp Wunder (FAU), Yevgeniy Vaysman
Philipp Wunder: „The impact of oil price changes on US consumer inflation expectations.“
Yevgeniy Vaysman: “The effect of the stock market on consumer confidence in Germany.”
24.04.2024 – Christoph Drechsel (FAU)
“Using regularization strategies to predict industry specific realized volatility with neural networks”
29.05.2024 – Giovanni Billo (FAU)
“Forecasting oil and gas prices in times of unrest: can ML help?”
12.06.2024 – Felix Teksler (FAU)
“Welche Faktoren sind für das Konsumentenvertrauen in den USA maßgeblich?”
19.06.2024 – Jana Balduin (FAU), Furkan Cemen (FAU)
Jana Balduin: “Umfang und Gründe für Nebenjobs von Studierenden unter besonderer Berücksichtigung des elterlichen Bildungshintergrunds.”
Furkan Cemen: “Wie relevant sind Karriereüberlegungen für Nebentätigkeiten von Studierenden? Auswertung einer Umfrage unter Studierenden der Wirtschaftswissenschaften.”
10.07.2024 – Elias Michaelsen (FAU), Jakob Wohnsiedler (FAU)
Elias Michaelsen: “The Impact of Transfer Spending of German Football Clubs on their Performance in the Bundesliga.”
Jakob Wohnsiedler: “Der Effekt von Benzinpreisen auf Inflationserwartungen: Eine empirische Analyse von US-Haushalten.”
17.07.2024 – Lukas Killing (FAU)
“Empirical Analysis of Global Direct Air Capture Carbon Removal Strategies: Growth Patterns, Geographic Distribution, and Potential Impact on Climate Change Mitigation.”
25.10.2023 – Marco Braun (FAU)
“Nowcasting the US economy with Neural Networks using Google Trends data”
22.11.2023 – Luigi Abbruzzese (FAU)
“From Tweets to Trades: An Event Study Analysis of Elon Musk’s Influence on Tesla Stock Prices”
29.11.2023 – Irtiza Waheed (FAU)
“Forecasting Macroeconomic Panel data for the EU using LSTM Neural Networks”
10.01.2024 – Alexa Kalb (FAU)
“What effects did the Russian war against Ukraine have on trade between Germany and selected countries?”
24.01.2024 – Shahar Cohen (FAU)
“Estimating the Short-Run Effects of the 2023 Israel–Hamas War on the Israeli Economy”
31.01.2024 – Lena Müller (FAU)
“ECB Speeches as a Monetary Policy Tool”
26.04.2023 – Alexander Glas (FAU), Lena Müller (FAU)
“Talking in a language that everyone can understand? Clarity of speeches by the ECB Executive Board”
10.05.2023 – Manuel Hoster (FAU)
“Statistische Analyse von Fußballwetten in der Bundesliga”
24.05.2023 – Jonas Hupp (FAU)
“Impact of Energy Prices on New Registrations of Electric Passenger Cars in Germany”
14.06.2023 – Linus Forster (FAU), Zita Lettenmeier (FAU)
Linus Forster: „Analyse von „IHS Automotive“ Nachfrageprognosen für PKWs in Krisenzeiten“
Zita Lettenmeier: „Eine betriebswirtschaftliche Analyse der Auswirkungen der Covid-19-Pandemie auf die Gastronomie“
28.06.2023 – Maximiliam Bergler (FAU) – digital
“Entwicklungspotentiale und Erfolgsfaktoren von Steuerkanzleien”
05.07.2023 – Daniel Perico (FAU), Benjamin Krebs (FAU)
Daniel Perico: “Inflation News Coverage, Market Expectations and Risk Premium”
Benjamin Krebs: “Forecasting Gas Consumption in Germany“
14.12.2022 – Daniel Perico (FAU)
“Market Based Inflation Expectations and the Flow of News“
01.02.2023 – Daniel Haupt (FAU), Jule Kraut (FAU), Manuel Mosburger (FAU)
Daniel Haupt: “How Socioeconomic Factors affect Macroeconomic Density Forecasts – a Compositional Data Approach“
Jule Kraut: “Russia-Ukraine crisis: Stock market reactions of selected countries“
Manuel Mosburger: “Zinserhöhungen in den USA :(Wie) reagieren die Inflationserwartungen der Haushalte?”
08.02.2023 – Lena Müller (FAU), Leonhard Gräf (FAU)
Lena Müller: “Data-Driven Omnibus Tests“
Leonhard Gräf: “Überrenditen durch Kongressinsiderwissen in Kriegszeiten – Eine Eventstudie”
The seminar takes place on Wednesday, 16:45 h – 17:45 h in room LG 4.109
27.04.2022 – Vincent Herdegen (FAU)
“Forecasting Foreign Trade Volumes Using Methods for Hierarchical Time Series“
15.06.2022 – Benita Heid (FAU)
“Prozess-Mining – die Zukunft der digitalen Prozessoptimierung in Kooperation mit Evonik Industries AG“
06.07.2022 – Gohar Grigoryan (FAU), Leon Zink (FAU)
Gohar Grigoryan: “The Effect of Oil Market Shocks on BRIC Stock Market Volatility over Time”
Leon Zink: “Analyse der Beziehung von Posts auf Reddit und dem Kursverlauf der GME-Aktie”
13.07.2022 – Leon Löppert (FAU)
“Testing Multi-Factor-Models on US Industry Portfolios” (via Zoom)
The seminar takes place on Wednesday, 16:45 h – 17:45 h in room LG 4.109
27.10.2021 – Heiko Müller (FAU), Christoph Schuster (FAU)
Heiko Müller: “Auswirkungen von COVID-19 auf Inflationserwartungen in den Vereinigten Staaten“
Christoph Schuster: “The socio-economic determinants of COVID-19: A spatial analysis of German county level data”
10.11.2021 – Daniel Perico (FAU)
“Questions, Answers, or Sentiments? What Drives Perceived Volatility in Earnings Conference Calls?”
19.01.2022 – Lena Müller (FAU)
“Data-driven tests based on a vectors of statistics”
26.01.2022 – Kathrin Engelhardt (FAU)
“Long-term predictability: Movements in volatility components”
02.02.2022 – Johannes Frank (FAU)
“Forecasting Realized Volatility: Different Machine Learning Approaches”
09.02.2022 – Marlon Skawran (FAU)
“Identifizierung von Kfz-Schadenmustern mittels Clusteranalyse von Reparaturgutachten”
The seminar takes places every Wednesday (4:45 PM – 5:45 PM) digitally via Zoom.
You can access the seminar with this link.
02.06.2021 – Dominik Walter (FAU)
“Using multi-dimensional dynamic time warping to identify time-varying lead-lag relationships”
07.07.2021 – Johannes Frank (FAU)
“Forecasting Volatility of the S&P 500 during the COVID-19 Pandemic using Neural Networks and Random Forests”
The seminar takes places every Wednesday (4:45 PM – 5:45 PM) digitally via Zoom.
You can access the seminar with this link.
04.11.2020 – Christian Mühlroth (FAU)
“Artificial Intelligence in Foresight and Innovation: Searching the Unknown”
02.12.2020 – Daniel Perico (FAU)
“Topic Modeling for Earnings Conference Calls”
16.12.2020 – Laura Kölbl (FAU)
“Keyword Selection for Labeled Data”
20.01.2021 – Jaroslaw Sentschuk (FAU)
“Saisonbereinigung hierarchischer makroökonomischer Zeitreihen”
27.01.2021 – Lena Müller (FAU)
“How Do Firms From Expectations of Aggregate Growth? New evidence from a large-scale business survey in Germany.”
The seminar takes places every Wednesday (4:45 PM – 5:45 PM) digitally via Zoom.
If you would like to participate, please write us an email to wiso-oekonometrie@fau.de and we will send you the login-data.
10.06.2020 – Matthias Schnaubelt (FAU)
“Essays on Machine Learning and Finance”
17.06.2020 – Philip Oberfichtner (FAU), David Kreisl (FAU)
Philip Oberfichtner: “Explainable Artifical Intelligence in der Versicherungsbranche. Die Identifikation von Risikomerkmalen am Beispiel von Zahntarifen”
David Kreisl: “The impact of the COVID-19 pandemic on the German housing market”
24.06.2020 – Dr. Alexander Glas (FAU), Lena Müller (FAU)
“Talking in a language that everyone can understand: Assessing the transparency of speeches by the ECB’s Executive Board”
01.07.2020 – Laura Kölbl (FAU), Christian Mühlroth (FAU)
Laura Kölbl: “Enhanced Topic Number Estimation in LDA Modeling”
Christian Mühlroth: “Leveraging Machine Learning to Separate Noise from News”
08.07.2020 – Simon Rauch (FAU), Esteban Barrado (FAU)
Simon Rauch: “Forecasting the Duration of Transshipment Processes Using Bayesian Networks”
Esteban Barrado: “A machine learning volatility forecast approach for the US stock market”
15.07.2020 – Daniel Perico (FAU)
“Earnings announcements and implied volatility”
The seminar takes place on Wednesday, 16:45 h – 17:45 h in room LG 4.109
06.11.2019 – Christopher Zuber (Universität Heidelberg)
“Improving the Reliability of Potential Output Estimates in Real Time”
27.11.2019 – Daniel Perico (FAU)
“High frequency impact of social networks on market volatility: The case of Donald Trump’s tweet activity”
04.12.2019 – Christoph Drechsel (FAU, BSc)
“Forecasting the volatility of industry portfolios using GARCH models”
11.12.2019 – Lena Müller (FAU)
“How do Firms Form Expectations of Aggregate Growth? New Evidence from a Large-scale Business Survey in Germany”
18.12.2019 – Dr. Alexander Glas (FAU) – room 3.166
“On the Effects of the Information Channels of Monetary Policy on Inflation Expectations”
15.01.2020 – Matthias Schnaubelt (FAU)
“Fundamental ratios, forecast errors or sentiment polarity: How does financial machine learning predict the post-earnings-announcement drift?”
22.01.2020 – Denis Baev (FAU, MSc)
“Using Narrative Sign-Restrictions to Identify Different Oil Price Shocks”
29.01.2020 – Benno Buschmann (FAU, BSc), Jasper Schober (FAU)
“Deep-Learning-Verfahren zur Prognose von Zeitreihen im Kontext von Automotive Sensorik” (Benno Buschmann)
“The Effect of President Trump’s Tweets on Economic Policy Uncertainty in the U.S.” (Jasper Schober)
05.02.2020 – Laura Kölbl (FAU)
“Investigations on the Number of Topics in Topic Modeling”
The seminar takes place on Wednesday, 16:45h – 17:45h, in room LG 4.109.
15.05.2019 – Matthias Schnaubelt (FAU)
“Machine Learning Model Validation for Locally Stationary Time Series”
29.05.2019 – Alexander Glas (FAU)
“An Empirical Analysis of Survey-Based Macroeconomic Forecasts and Uncertainty”
05.06.2019 (17:30h!!!) – Fabian Waldow (FAU, MSc)
“Financial Machine Learning in Future Markets”
05.06.2019 (18:15h!!!) – Steffen Zierold (FAU, MSc)
“Robuste Portfolio-Optimierung für rangtransformierte Handelssignale”
19.06.2019 (10:00h – 11:00h!!!) – Daniel Perico Ortiz (FAU)
“Measuring and Analyzing Economic Policy Uncertainty in Colombia”
03.07.2019 – Laura Kölbl (FAU)
“Topic Modeling and Topic Quality Estimation”
03.07.2019 – Christian Mühlroth (FAU)
“Noise or News: How to Detect Relevant Weak Signals for Strategic Foresight Automatically”
10.07.2019 – Franziska Hünnekes (LMU München)
“Monetary Policy Announcements and Expectations: Evidence from German Firms“
17.07.2019 – Christopher Zuber (Universität Heidelberg): Cancelled!
“Improving the Reliability of Potential Output Estimates in Real Time”
24.07.2019 – Denis Baev (FAU, MSc)
“Using Narrative Sign-Restrictions to Identify Different Oil Price Shocks”
Contact
Please contact our office (wiso-oekonometrie@fau.de) if you want to schedule a presentation in the seminar or if you have general questions about the seminar.