Externally Funded Research Projects
- Project title: AIROW - Artificial Intelligence in Rowing
Contact person: Nikolaus Hautsch (joint project with the Research Network Data Science, Institute of Sports Science and Austrian Rowing Federation)
Funding: Bundesministerium für Kunst, Kultur, öffentlichen Dienst und Sport
Funding period: 01.07.2022-30.06.2025 - Project title: Classification - Preprocessed and High-Dimensional Data Sets
Contact person: Lukas Steinberger (joint project with Angelika Rohde)
Funding: DFG/FWF
Funding period: 2021-2025 - Project title: Universal Structures in Mathematical Finance
Contact person: Christa Cuchiero
Funding: FWF
Funding period: 2020-2026 - Project title: Econometrics of Systemic Risk: Inference, Model Comparison and Network Dependencies
Contact person: Nikolaus Hautsch
Funding: OeNB
Funding Period: 2021-2025 - Project title: Supersmooth functional data analysis and PCA-preprocessing
Contact person: Moritz Jirak (joint project with Alexander Meister)
Funding: DFG/FWF
Funding period: 2021-2024 - Project title: Econometrics of Central Counterpart Risk Management
Contact person: Nikolaus Hautsch
Funding: FWF
Period: 2020-2023 - Project title: Stock Return and Volatility Forecasting with Order Book Data
Contact person: Erhard Reschenhofer
Funding: OeNB
Funding period: 2019-2021 - Project title: Dynamic Uncertainty Modeling in Finance
Contact person: Christa Cuchiero
Funding: FWF
Funding period: 2018-2022 - Project title: Macroprudential Bank Regulation: A Continuous Time Approach.
Contact person: Christa Cuchiero (joint project with Faculty of Mathematics)
Funding: WWTF
Funding period: 2017-2021 - Project title: Order Book Foundations of Price Risks andLiquidity: An Integrated Equity and Derivatives Markets Perspective
Contact person: Nikolaus Hautsch
Funding: FWF
Funding period: 2017-2021 - Project title: Incorporating Error in the Management of Electricity Portfolios
Contact person: Georg Pflug
Funding: Université de Paris Sud Mathématique – FMJH
Funding period: 2017-2019 - Project title: Network Optimization and Analysis of Large-Scale Networks
Contact person: Markus Leitner
Funding: WWTF
Funding period: 2015-2019 - Project title: Portfolio Risk and Asset Allocation: Utilizing High-Frequency Information in High Dimensions
Contact person: Georg Pflug, Nikolaus Hautsch (joint project with Faculty of Mathematics)
Funding: WWTF
Funding period: 2015-2019 - Project title: Model selection and inference with sparse models when the true model need not be sparse
Contact person: Hannes Leeb
Funding: FWF
Funding period: 2015-2018 - Project title: Network Optimzation in Bioinformatics and Sytems Biology
Contact person: Immanuel Bomze (taken over from Ivana Ljubic in 2015)
Funding: FWF
Funding period: 2014-2019 - Project title: Risk Capital Reserves for Flood Catastrophes in National and European Context
Contact person: Georg Pflug
Funding: OeNB
Funding period: 2014-2018 - Project title: Out-of-sample Prediction Using Shrinkage Estimators
Contact person: Hannes Leeb
Funding: FWF
Funding period: 2014-2018