Teaching

Courses

  • Quantitative risk management, Teaching assistant, Technical University Munich, summer semester 2021
  • Probability theory for informatics, Tutor, Technical University Munich, summer semester 2018
  • Analysis for teachers, Tutor, Ludwig Maximilians University Munich, winter semester 2016/2017 and summer semester 2017

Master theses supervision

  • N. R. Kipfer, Maximum Mean Discrepancy based estimation of multivariate max-stable distributions, 2024, joint supervision with Sebastian Engelke
  • V. Reimoser, Composite goodness of fit tests based on kernels, 2024, joint supervision with Aleksey Min
  • Y. Zheng; Clustering-based portfolio optimization with constraints; 2024, joint supervision with Dominik de Witte and Rudi Zagst
  • T. Solfronk, Maximum Mean Discrepancy for Model Comparisons, 2023, joint supervision with Aleksey Min
  • N. Khelifa, 3-month research internship on probabilistic clustering methods and ensemble methods for clustering, joint supervision with Dominik de Witte
  • S. Kobler; Vuong Test for Model Selection and its Application to Machine Learning; 2022, joint supervision with Matthias Scherer

Research projects

  • Project on Clustering in Portfolio Optimization in cooperation with industry partner, 2019-2023, joint supervision with with Dominik de Witte and Rudi Zagst