2020

Vienna Graduate School on Computational Optimization (2020-2024) (Details)

Multivariate ordinal regression models for enhanced credit risk modeling (2020-2022) (Details)

2019

High-dimensional statistical learning: New methods to advance economic and sustainability policies (2019-2023) (Details)

Dynamic measures of systemic risk (2019-2023) (Details)

2018

Dynamic uncertainty modeling (2018-2021) (Details)

2017

Macroprudential bank regulation: a continuous time approach (2017-2021) (Details)

2016

Shrinking and Regularizing Finite Mixture Models (2016-2021) (Details)

2011

Filtering techniques in the modeling, pricing and hedging of interest rate and credit risk (2011-2014) (Details)

PhD Programm: Vienna Graduate School of Finance (2011-2014) (Details)

2010

Modeling Market Implied Ratings (2010-2012) (Details)

2009

Profit Persistence, Entry and Exit, Asset Prices (2009-2014) (Details)

2008

IRT Software for Health Outcomes and Behavioral Cancer Research (2008-2011) (Details)

Language Technologies for Lifelong Learning (2008-2011) (Details)

National Research Network “The Austrian Center for Labor Economics and the Analysis of the Welfare State”, Project Bayesian Econometrics (FWF S10309-G14) (2008-2014) (Details)

2007

Modelling Unobserved Heterogeneity Using Mixtures (2007-2010) (Details)

Modelling the rating process and rating validation (2007-2009) (Details)

Microsimulation Model (2007-2014) (Details)

WWTF-Science Chair for Mathematics and Finance (2007-2012) (Details)

2006

Validation of Rating Systems (2006-2007) (Details)

2005

Pricing and Hedging (Details)

Common structures in spatial econometrics (2005-2007) (Details)

2004

A computational environment for mining association rules and frequent item sets in R (2004-2008) (Details)

Algorithms for computing experimental designs for uncontrolled independent variables (2004-2005) (Details)

2003

OPTIMAL DESIGN FOR CORRELATED PROCESSES AND ITS ROLE IN SPATIAL STATISTICS (2003-2005) (Details)

International Workshop „Data Integration and Record Matching”, Vienna (2003-2003) (Details)

Random Variate Generation and Markov Chain Monte Carlo (2003-2006) (Details)

2001

DIECOFIS - Development of a system of indicators on competitiveness and fiscal impact on enterprises performance (2001-2003) (Details)

Introduction of the e-card - Evaluation of the trial operation (2001-2006) (Details)

mODa6, 6th International Workshop on Model-Oriented Design and Analysis (2001-2001) (Details)

Risk analysis of interest rate models (2001-2002) (Details)

2000

Multi-subject longitudinal models with random coefficients and patterned correlation structure (2000-2003) (Details)

Clustering (financial) time series according to their predictability by automatically chosen predictors (2000-2002) (Details)

Eigenvectors of Graph-Laplace-Operators (2000-2003) (Details)

Boundary Crossing Probability (2000-2010) (Details)

1999

Automatic random variate generation (1999-2003) (Details)

New organisational forms: Devolvement of responsibilities and its impact on the firm. A comparative analysis of Austria, Germany and Sweden at the example of the human resource function (1999-2002) (Details)

Studying progress: An event history analysis (1999-2002) (Details)

Growth and employment in Europe: Sustainability and competitiveness (1999-2010) (Details)

Conjoint analysis using tools from state space modelling (1999-2000) (Details)

1998

Bayesian methods for Markov switching time series models (1998-2000) (Details)

1997

Robust process control techniques (1997-1998) (Details)

Adaptive modelling in economics and management science (1997-2003) (Details)

Adaptive information systems and modelling in economics and management science - Initiative 5: Artificial factory (1997-2003) (Details)

Adaptive information systems and modelling in economics and management science (1997-2002) (Details)

The analysis of rank order preference data based on Bradley-Terry type models (Details)

Adaptive Modelling - Market segmentation and product positioning (1997-2003) (Details)

1996

Robustness of PLS for estimating latent structure models (1996-1998) (Details)

1994

Selection and implementation of statistical methods for dynamic account data analysis for monitoring of creditworthiness of corporates (1994-1998) (Details)

1990

Quantization (1990-2010) (Details)

1984

Data compression and information reduction in statistical experiments (Details)

1980

Mathematical foundations of asymptotic statistics (Details)