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