PhD in Statistics, 2018
Ludwig-Maximilians-Universität München
Thesis: Dependence Modeling with Applications in Financial Econometrics
MSc in Statistics, 2013
Ludwig-Maximilians-Universität München
Thesis: Tests on the Partial Copula
BSc in Mathematical Finance, 2011
Universität Konstanz
Thesis: Corporate Governance in Banken
Python package DoubleML (“Double Machine Learning in Python”)
with P. Bach, V. Chernozhukov and M. Spindler
[
PyPI,
conda-forge,
Package source,
Documentation,
Bug reports
]
R package DoubleML (“Double Machine Learning in R”)
with P. Bach, V. Chernozhukov and M. Spindler
[
CRAN,
Package source,
Documentation,
Bug reports
]
Python package DoubleML-Serverless (“Distributed Double Machine Learning with a Serverless Architecture”)
[
Package source,
Bug reports
]
Python package vineknockoffs (“Vine copula based knockoffs”)
[
Package source,
Documentation,
Bug reports
]
R package pacotest (“Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas”)
[
CRAN,
Package source,
Documentation,
Bug reports
]
Matlab toolbox VineCopulaMatlab (“A MATLAB toolbox for vine copulas based on C++”)
[
Package source,
Documentation,
Bug reports
]
C++ library VineCopulaCPP (“A C++ library for vine copulas”)
[
Package source,
Documentation,
Bug reports
]
Matlab code SSMwLS (“State Space Model with Lagged State (SSMwLS) in the measurement equation”)
[
Package source,
Bug reports
]