Externally Funded Research Projects

  • Project title: Optimization and Analysis of Large-Scale Networks
    Contact person: Markus Leitner
    Funding: WWTF
    Duration: 2015-2019
  • Project title: Portfolio Risk and Asset Allocation: Utilizing High-Frequency Information in High Dimensions
    Contact person: Georg Pflug, Nikolaus Hautsch (joint project with Faculty of Mathematics)
    Funding: WWTF
    Duration: 2015-2019
  • Project title: Model selection and inference with sparse models when the true model need not be sparse
    Contact person: Hannes Leeb
    Funding: FWF
    Duration: 2015-2018
  • Project title: Network Optimzation in Bioinformatics and Sytems Biology
    Contact person: Immanuel Bomze (taken over from Ivana Ljubic in 2015)
    Funding: FWF
    Duration: 2014-2019
  • Project title: Risk Capital Reserves for Flood Catastrophes in National and European Context
    Contact person: Georg Pflug
    Funding: OeNB
    Duration: 2014-2018
  • Project title: Out-of-sample Prediction Using Shrinkage Estimators
    Contact person: Hannes Leeb
    Funding: FWF
    Duration: 2014-2018