LS

General News

The Emmy Noether junior research group started on May 1st, 2023

Johannes Bracher has been accepted into the Emmy Noether Program of the German Research Foundation (DFG). Starting in 2023, he will set up a junior research group at KIT that will conduct research at the interface between statistics and epidemiology. The focus is on the development of statistical methods for real-time analysis of data from infectious disease surveillance.

NEtwork
Causality and Autoencoders in the Light of Drug Repurposing for COVID-19

The first Gaul Lecture by Caroline Uhler (MIT) will take place online as part of Science Week on Oct. 6 at 17h. The talk, titled Causality and Autoencoders in the Light of Drug Repurposing for COVID-19, is aimed at a broad interested audience. Zoom link to the event webinar: https://kit-lecture.zoom.us/j/66888991440?pwd=Ym96MEtjVHlOalBwNlJNbWV6ZGFPUT09

further information
Volatility Forecasting
Volatility Forecasting App

Louis Geist from ENSAE Paris has successfully accomplished an internship at our chair (05.06-15.09.2023), during which he studied volatility forecasts of different models and visualized them in an interactive app. The link to the app of the project can be found here.

Project Webpage

Research News

Network
Recent Publications

Christian Conrad and Melanie Schienle (2020) Testing for an Omitted Long-Term Component in Multiplicative GARCH Models, Journal of Business & Economic Statistics, Vol.38, No.2, 229-242; [doi.org/10.1080/07350015.2018.1482759 ]

 

Carsten Bormann and Melanie Schienle (2020) Detecting structural differences in tail dependence of financial time series, Journal of Business & Economic Statistics, Vol.38, No.2, 380-392;[doi:10.1080/07350015.2018.1506343

 

Shi Chen, Wolfgang K Härdle and Brenda L Cabrera (2019) Regularization Approach for Network Modeling of German Power Derivative Market, Energy Economics, in press [doi:10.1016/j.eneco.2019.06.021]  

more publications
Konferenz
Conferences/Research Talks

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.

 

more talks and conferences
HKM
HKMetrics - workshop series

The tenth HKmetrics workshop took place at KIT on July 12th, 2023.

 

The seventh HKMetrics workshop took place virtually at KIT on July 9th, 2020.

 

On March 4th, 2020, Prof. Wolfgang Härdle (HU Berlin) gave a talk on "Influencers and Communities in Social Networks".

 

The sixth HKMetrics workshop took place at the University of Mannheim on September 6th, 2019. Programme

 

The fifth HKMetrics workshop took place at the University of Heidelberg on October 4th, 2018. Programme

 

The fourth HKMetrics workshop took place at the KIT on January 25, 2018. Programme

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Teaching News

DatathonHelmholtz Asociation
International Virtual Covid-Data Challenge

Konstantin Görgen, Nils Koster and Daniel Wolffram successfully participated in the International Virtual Covid-Data Challenge of the Helmholtz Information & Data Science Academy (HiDA). With their team kitmetrics-and-friends they won one of two challenges dealing with predictions of Covid-19 disease progression and missing data. Congratulations!

seminar-roomECON-Stat
Write your thesis with us

We offer exciting theses on current topics. If you are interested, you can find out about the topics (or areas) by clicking on the following link.

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vorlesung
Quicklinks for students

Lectures (link)

Planned lectures (link)

Exam dates Statistics I/II (link)

Exam dates other lectures (link)

Basic lectures Statistics I/II (link)

Modules (link)

Assessments (link) / Acceptance (link)