Externally Funded Research Projects / Drittmittelprojekte
Project Title / Projektname
Project Lead / Projektleiter
Funding / Förderung
Funding Period / Förderzeitraum
Detection of change-points in mean of Gaussian processes
Tatyana Krivobokova
OeAD
01.01.2024-31.12.2025
AIROW - Artificial Intelligence in Rowing
Nikolaus Hautsch (joint project with the Research Network Data Science, Institute of Sports Science and Austrian Rowing Federation)
Bundesministerium für Kunst, Kultur, öffentlichen Dienst und Sport
01.07.2022-30.06.2025
Classification - Preprocessed and High-Dimensional Data Sets
Lukas Steinberger (joint project with Angelika Rohde)
DFG/FWF
2021-2025
Universal Structures in Mathematical Finance
Christa Cuchiero
FWF
2020-2026
Econometrics of Systemic RiskInference, Model Comparison and Network Dependencies
Nikolaus Hautsch
OeNB
2021-2025
Supersmooth functional data analysis and PCA-preprocessing
Moritz Jirak (joint project with Alexander Meister)
DFG/FWF
2021-2024
Econometrics of Central Counterpart Risk Management
Nikolaus Hautsch
FWF
Period2020-2023
Stock Return and Volatility Forecasting with Order Book Data
Erhard Reschenhofer
OeNB
2019-2021
Dynamic Uncertainty Modeling in Finance
Christa Cuchiero
FWF
2018-2022
Macroprudential Bank RegulationA Continuous Time Approach.
Christa Cuchiero (joint project with Faculty of Mathematics)
WWTF
2017-2021
Order Book Foundations of Price Risks andLiquidityAn Integrated Equity and Derivatives Markets Perspective
Nikolaus Hautsch
FWF
2017-2021
Incorporating Error in the Management of Electricity Portfolios
Georg Pflug
Université de Paris Sud Mathématique – FMJH
2017-2019
Network Optimization and Analysis of Large-Scale Networks
Markus Leitner
WWTF
2015-2019
Portfolio Risk and Asset AllocationUtilizing High-Frequency Information in High Dimensions
Georg Pflug, Nikolaus Hautsch (joint project with Faculty of Mathematics)
WWTF
2015-2019
Model selection and inference with sparse models when the true model need not be sparse
Hannes Leeb
FWF
2015-2018
Network Optimzation in Bioinformatics and Sytems Biology
Immanuel Bomze (taken over from Ivana Ljubic in 2015)
FWF
2014-2019
Risk Capital Reserves for Flood Catastrophes in National and European Context
Georg Pflug
OeNB
2014-2018
Out-of-sample Prediction Using Shrinkage Estimators
Hannes Leeb
FWF
2014-2018