talks

2025

Fast Non-parametric Test on the Equivalence of Multivariate Empirical Distributions

CSH Young Researchers' Symposium 2025
February 06, 2025

Estimation of Transfer Entropy with Quantile Regressions

Leaving LLMs aside for a moment: Approaches for Pattern Recognition in the Life & Social Sciences
January 16, 2025

2024

Fast Non-parametric Test on the Equivalence of Multivariate Empirical Distributions

18th International Joint Conference on Computational and Financial Econometrics (CFE) and Computational and Methodological Statistics (CMStatistics), London, UK
December 14, 2024

Universities as Catalysts - Advancing Ethical and Inclusive AI Governance

5th ASEF Higher Education Innovation Laboratory (InnoLab5), Shanghai, China
October 24, 2024

Strategies, Tools and Architecture for Reproducible Data-Driven Research Projects

AI Workshop of the Institute of Functional Interfaces, Karlsruhe Institute of Technology, Karlsruhe, Germany
September 24, 2024

Building Effective Data Pipelines for Large Language Models in Chemistry

AI Workshop of the Institute of Functional Interfaces, Karlsruhe Institute of Technology, Karlsruhe, Germany
September 23, 2024

Density Forecasts with Local Quantile Projection and Quantile Vector Autoregression

ASA Symposium on Data Science & Statistics, Richmond, Virginia, USA
June 04, 2024

2023

Comparing Asset Universes with Expected Shortfall Frontiers Constructed via Quantile Regression

16th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2023), Berlin, Germany
December 16, 2023

Density Forecasts with Quantile Autoregression with an Application to Option Pricing

ASA Symposium on Data Science & Statistics, St. Louis, Missouri, USA
May 23, 2023

2022

A Stochastic Description of the Limit Order Book to Forecast Intraday Returns

Intrinsic Time Conference, Konstanz, Germany
May 07, 2022

2017

Towards a Microscopic Stochastic Theory of the Limit Order Book – Using Quantum Techniques

Econometrics Colloquium, Konstanz, Germany
May 08, 2017