Oberseminar

The Oberseminar "Spezielle Stochastische Probleme" is organized by Prof. Peter Kern, Prof. Holger Schwender and Prof. Detering. Talks are given both by master- and Phd-students in Düsseldorf as well as by invited experts from other universities. It takes place regularly in seminar room 25.22 01.81 on Wednesdays at 4.30 pm.

Guests are very welcome to the talks and are invited to register via with Sarah Wolter (administrative assistant) for the mailing list. You will then receive invitations and information about the upcoming talks.

Below you find an overview of current and past talks of master- and Phd-students as well as experts beginning summer semester 2018.

• 17.04.2024 Sergio Fels (HHU) Modellierung von Kreditratings mit Markovketten und Ereigniszeitanalyse

• 28.02.2024 at 12:30 in 25.22-02.81 Ryan Tchouaké (HHU) Latent Semantic Analysis: Die Analyse von Textdaten durch Singulärwertzerlegung und Hauptkomponentenanalyse
• 20.12.2023 Moritz Voss (University of California, Los Angeles) Equilibrium in functional stochastic games with mean-field interaction
• 22.11.2023 Dennis Schroer (Rheinische Friedrich-Wilhelms-Universität Bonn) Nonparametric Estimation of the Term Structure of Volatility

• 21.06.2023 Marco Oesting (Uni Stuttgart) Extremes in high dimensions: methods and scalable algorithms
• 24.05.2023 Nicole Hufnagel (TU Dortmund) Hausdorff dimension of collision times for the multivariate Bessel process (joint work with Sergio Andraus)

• 01.02.2023 Kilian Gumbmann  Risk allocation in a scenario based environment
• 11.01.2023 Nils Stoeber (HHU) Markov-Ketten zur Analyse evolutionärer Spiele
• 14.12.2022 Sven Otto (HHU) Approximate Factor Models for Functional Time Series

• 29.06.2022 Nina Dörnemann (Ruhr-Universität Bochum) Linear spectral statistics of sequential sample covariance matrices
• 04.05.2022 Cambyse Pakzad (Université Côte d’Azur, Nice, France)  Testing for independence in high dimensions based on empirical copulas
• New date: 27.04.2022 Tim Filla (UKD) "Weighted propensity score methods for multiple treatments – Generalized Method of Moments estimation with overlap weights"
• CANCELLED: 06.04.2022 Tim Filla (UKD) "Weighted propensity score methods for multiple treatments – Generalized Method of Moments estimation with overlap weights"

• 02.03.2022 Kevin Tuz (HHU) Statistics for Copulas for Financial Market Data with Ties
• 22.12.2021 Christian Döbler (HHU) "Quantitative and functional CLTs for homogeneous multilinear forms and generalizations"
• 08.12.2021 Leandra Zanger (HHU) "On the Disjoint and Sliding Block Maxima Method for Piecewise Stationary Time Series"
• 10.11.2021 Alexander Rosenstock (HHU) "reservr: Machine Learning in micro-level loss reserving"

• 14.07.2021 Tim Kutta (Ruhr-Uni Bochum) "Statistical inference for functional linear regression"
• 23.06.2021 Yannick Hoga (Uni Duisburg-Essen) "Testing Serial Extremal Independence of Time Series Residuals"

• 15.01.2020 Lukas Matuscheck (TU Dortmund) "Pseudo maximum likelihood analysis of unit root processes in the state space framework"
• 13.11.2019 Miran Knezevic (Universität Hamburg) "Peak-over-Threshold Estimators for Spectral Tail Processes: Random vs. Deterministic Thresholds"
• 16.10.2019 Miriam Jaser (TU München) "A simple non-parametric goodness-of-fit test for elliptical copulas"
• 07.10.2019 Anna Kraut (Bonn) "Mathematical Modelling in Immunotherapy of Melanoma"

• 25.09.2019 Lea Johanna Kaufmann (HHU) "Gerber-Shiu Risikotheorie im Cramér-Lundberg Modell"
• 11.09.2019 Jessica Nadja Odenwald (HHU) "Ein stochastisches Modell zur Lösung fraktionierter partieller Differentialgleichungen höherer Ordnung mit Bezug zur Diffusionsgleichung"
• 04.09.2019 Philipp Sprinc (HHU) "Optimales Stoppen im Sekretärinnenproblem und verwandten Problemen"
• 08.05.2019 Florian Stark (Universität zu Köln) "Testing for Structural Breaks in Factor Copula Models"

• * 27.02.2019 Max Lein (Sendai) "Towards A Rigorous Proof of Haldane's Photonic Bulk-Edge Correspondence"
• 23.01.2019 Thomas Nagler (TU Munich) "Solving estimating equations with copulas"
• 16.01.2019 Elena Pulvirenti (Bonn) "The Widom-Rowlinson model: Mesoscopic fluctuations for the critical droplet"
• 09.01.2019 Stefan Richter (Heidelberg) "Bahadur representation and simultaneous inference for curve estimation in time-varying models"
• 28.11.2018 Vitalii Makogin (Ulm) "Gaussian self-similar random fields with stationary rectangular increments"
• 21.11.2018 Sylvain Zalczer (Toulon) "Spectral localization properties for graphene"
• 24.10.2018 Joe P. Chen (Colgate University) "Spectral decimation on self-similar fractals: from singularly continuous spectrum to the Hofstadter butterfly"
• 17.10.2018 Sina Dahm (HHU) "On the Deterministic Limit of a Stochastic Reaction-Diffusion Equation"
• 10.10.2018 Abel Klein (UC Irvine) "Manifestations of dynamical localization in the random XXZ  quantum spin chain"

• 18.07.2018 Ercan Sönmez (HHU) "Max-linear models on random open clusters obtained fom Bernoulli bond percolation"
• 11.07.2018 Svenja Lage (HHU) "Von der fraktionierten zur semi-fraktionierten Diffusion"
• 04.07.2018 Alexandre Boritchev (Lyon) "Burgers Turbulence: a Model Case for the Kolmogorov Theory"
• 27.06.2018 Leonard Pleschberger (HHU) "A Stochastic Euler-Lagrangian Representation of the Navier Stokes Equations"
• 20.06. 2018 Tomasz Luks (Paderborn) "Multiple points of operator semistable Lévy processes"
• 06.06.2018 Arnold Janssen (HHU) "Effizienz in der Survival Analysis"
• 25.04.2018 Bastian Lencer (HHU) "Modellierung von Informationsflüssen: Gamma-Prozessbrücken in der Rückversicherung"