HKMetrics

HKMetrics is a joint research initiative in Econometrics organized by Prof. Dr. Christian Conrad  (Heidelberg University), Prof Dr. Melanie Schienle (KIT)  and Prof. Dr. Carsten Trenkler  (Mannheim University). Each semester we have a joint PhD-student/junior researcher workshop at alternating locations. More information: HKMetrics

Awards

FIRM Research Prize 2020
Rebekka Buse has won a FIRM Research Prize 2020 with her dissertation. Congratulations! The following article was published in the Börsenzeitung: Article Börsenzeitung.

Departmental Master Thesis Award 2019
Syrine Mejri has won the award of the Department of Economics and Management for her thesis "Deep Learning for In-Hospital Mortality Prediction" at our chair. We congratulate sincerely!

Dissertation Award 2018 for Dr. Jörg Urban
Jörg Urban has won the Dissertation Award of the KIT-Department of Economics and Management in the area economics/statistics with his dissertation at our chair. Congratulations!

Graduate Award 2018
Tobias Rosenberger has won the Graduate Award of the KIT-Department of Mathematics with his thesis at our chair. Congratulations!

Departmental Master Thesis Award 2018
Jonas Müller has won the award of the Department of Economics and Management for his thesis "Can we do any better than Charlson and Elixhauser? A modern statistical approach to risk-adjust patients." at our chair. We congratulate sincerely!

Dissertation Award 2017 for Dr. Carsten Bormann
Carsten Bormann has won the Dissertation Award of the KIT-Department of Economics and Management in the area economics/statistics with his dissertation at our chair. Congratulations!

Departmental Award for Teaching 2017

We have won the Teaching Award of the Department of Economics and Management for the new foundational courses in Statistics I and II. Here is the link to the video of the laureates: http://www.kit.edu/forschen/21860.php. We thank all students for this appreciation. Working with you is a pleasure.

Conferences

Prof. Melanie Schienle was invited to give a talk at the research seminar at Otto-von-Guericke-University Magdeburg on January 23rd, 2020.

Prof. Melanie Schienle was invited to give a talk at the research seminar at the Heidelberg Institute for Theoretical Studies (HITS) on January 20th, 2020.

Konstantin Görgen presented a research poster in the Causal Machine Learning Workshop at the University of Sankt Gallen on January 20th, 2020.

Konstantin Görgen gave a talk at the Statistical Week 2019 in Trier from September 10th to 13th, 2019.

Prof. Melanie Schienle und Konstantin Görgen each gave a talk at the conference of the International Association of Applied Econometrics in Nikosia from June 24 to 28, 2019.

Prof. Melanie Schienle was invited to give a talk at the INET conference on Big Data Methods in Econometrics and Finance at Cambridge University on May 20th, 2019.

Prof. Melanie Schienle was invited to give a talk at the research seminar at TU Dresden on April 19th, 2019.

Prof. Melanie Schienle was invited to give a talk at the University of Vienna on March 29th, 2019.

Prof. Melanie Schienle gave a talk at the conference of the Standing Field Committee in Econometrics in Rauischholzhausen on March 1st, 2019.

Prof. Melanie Schienle was invited to give a talk at the Weierstrass Seminar at WIAS Berlin on November 28th, 2018.

Prof. Melanie Schienle was invited to give a talk at Erasmus University Rotterdam on November 9th, 2018.

Prof. Melanie Schienle was invited to give a talk at the European Systemic Risk Board of the European Central Bank in Frankfurt on October 22nd, 2018.

Prof. Melanie Schienle was invited to give a talk at the IMS Asia-Pacific RIM Meeting from July 26 to 29, 2018 in Singapore.

Prof. Melanie Schienle was invited to give a talk at the Empirical Economics and Econometrics Seminar at the University of Toulouse on October 10th, 2017.

Prof. Melanie Schienle was invited to give a talk at the annual conference of the Verein für Socialpolitik on September 4th, 2017.

Prof. Melanie Schienle was invited to give a talk at the Amsterdam Econometrics Seminar at Tinbergen Institute on February 10th, 2017.

Prof. Melanie Schienle was invited to give a talk at the research colloquium at the University of Constance on January 17th, 2017.

Prof. Melanie Schienle was invited to give a talk at the research seminar Econometrics and Statistics at the University of Cologne on January 10th, 2017.

Prof. Melanie Schienle was invited to give a talk at the CFE-ERCIM conference in Sevilla from December 9 to 11, 2016.

Prof. Melanie Schienle was invited to give a talk at Uppsala University, Sweden on November 23, 2016.

From September 28 to October 15, 2016, Prof. Melanie Schienle was at Konkuk University, South Korea, for a research stay.

Prof. Melanie Schienle was invited to give a talk at CREATES, Aarhus University on September 22, 2016.

The joint inaugural address of Prof. York Sure-Vetter and Prof. Melanie Schienle was held on July 21st 2016.

Prof. Melanie Schienle was invited to give a talk at the 4th Institute of Mathematical Statistics Asia Pacific Rim Meeting (IMS-APRM) in Hong Kong from 27th to 30th of June 2016.

Rebekka Gätjen and Chong Liang each gave an accepted talk at the International Association for Applied Econometrics Conference in Milan from 22nd to 25th of June 2016.

Prof. Melanie Schienle was invited to give a talk at the Bank for International Settlements on May 6th 2016.

Rebekka Gätjen gave an accepted talk at the Spring Meeting of Young Economists in Lisbon from March 31st to April 2nd 2016.

Prof. Melanie Schienle was invited to give a talk at the workshop on Applied Statistics at Dresden Institute of Technology from 10th to 11th of March 2016.

Prof. Melanie Schienle was invited to give a talk at the CFE-ERCIM Conference in London from 12th to 14th of December 2015.

Prof. Melanie Schienle was invited to give a talk at the conference "Non-linear Models with Non-stationary Regressors" at Oxford University on November 20th 2015.

Prof. Melanie Schienle was invited to give a talk at the Center of Financial Econometrics at Essex University (UK) on October 7th 2015

Prof. Melanie Schienle gave a talk about "Determination of VECM in Higher Dimensions" at the „Worlds Congress of the Econometric Society“ in Montreal from 17th to 21st of August 2015.

Prof. Melanie gave a talk about "Systemic Risk Spillovers in the European Banking and Sovereign Risk" at the Systemic Risk Tomography Conference (SYRTO) from 4th to 5th of June 2015 in Amsterdam.

Rebekka Gätjen also gave a talk at the SYRTO-Conference about "Measuring Connectedness of Euro Area Sovereign Risk".

Chong Liang gave a talk about "Determination of VECM in Higher Dimensions" at the 11th International Symposium onEconometric Theory and Applications (SETA 2015) from 30th to 31st of May 2015 at Hitotsubashi University (Japan) as well as at the 2nd Annual Conference of the International Association for Applied Econometrics (IAAE) from 25th to 27th of June at the University of Macedonia in Thessaloniki.

Prof. Melanie Schienle gave a talk about "Beyond dimension two: A test for higher-order tail risk" at the 11th BMRC-DEMS Conference on Macro and Financial Economics/Econometrics from 18th to 19th of May at Brunel University (London, UK)

Visting Researchers

Prof. Dr. Wolfgang Härdle, HU Berlin
7th September 2018

Bernd Schwaab, ECB
25th to 27th April 2018

Prof. Kyusang Yu, Konkuk University, S. Korea
26th July to 6th August 2017

Dr. Julia Schaumburg, VU Amsterdam
7th July 2016

Prof. Robert Taylor, University of Essex
19th May 2016

Prof. Nikolaus Hauitsch, University of Vienna
27th-29th April 2016

Jörg Urban, Bank for International Settlements
11th February 2016

Prof. Wolfgang Härdle, HU Berlin
21st-23rd March 2016

Prof. Kyusang Yu, Konkuk University, Sout Korea
18th-31st January 2016

Dr. Julia Schaumburg, VU Amsterdam
15th January 2016

Prof. Nestor Parolya, Leibniz University Hannover
21st-24th September 2015

Prof. Dr. Kyusang Yu , Konkuk University, South Korea
14th-21st June 2015