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