Dependence Modeling
The team Dependence Modeling deals with random quantities and the multidimensional associations and dependencies that occur between these quantities; the range of applications is therefore extremely diverse.The group focuses on basic research concerning the evaluation, estimation, comparison and construction of such dependencies as well as its application to feature selection problems arising whenever multivariate data is available (finance, manufacturing industry, etc.).
Postdoc-Position: Sebastian Fuchs
Dr. Sebastian Fuchs is Senior Scientist at the Department of Artificial Intelligence & Human Interfaces at PLUS. He mainly works on topics in dependence modeling, quantitative risk management and nonparametric statistics with particular interest in financial and actuarial applications.
Postdoc-Position: Jonathan Ansari (ReDim)
After completing his PhD in mathematics, Dr. Jonathan Ansari researched and lectured at the University of Freiburg at the Department of Quantitative Finance, with a specialization in dependency modelling, risk analysis and financial mathematics. At PLUS, he is working on the FWF project ReDim on quantifying dependencies via dimensionality reduction.
Predoc-Position: Yuping Wang (ReDim)
Yuping Wang MSc achieved her Bachelor’s degree in Economics and Mathematics at the University of Erlangen–Nuremberg and her Master’s degree in Mathematical Finance and Actuarial Science at the Technical University of Munich. Currently, she is working on the FWF project ReDim at PLUS.
Predoc-Position: Carsten Limbach (ReDim)
Carsten Limbach, MSc. completed his bachelor studies in mathematics and economics at the University of Bonn. He completed his master’s degree in mathematics at PLUS (Salzburg) and worked as a research assistant in economics and mathematics. Currently, he is a PhD student in the FWF project ReDim at PLUS.
