About Me

I am currently acting as substitute professor for Martin Wagner's professorship at the TU Dortmund.

Previously, I worked as postdoctoral researcher (currently on leave) in Markku Lanne's and Pentti Saikkonen's research group at the University of Helsinki, focusing on Nonlinear and Non-Gaussian Time Series Models with Macroeconomic and Financial Applications, see also here. 

I am principal investigator of two projects.

My academic background is in mathematics and statistics. I obtained degrees from the Vienna University of Technology (Dipl.-Ing. in 2009, with distinction, thesis supervised by Manfred Deistler) and "ingénieur généraliste" at Ecole Centrale Paris (Promotion 2010, thesis supervised by Frédéric Abergel). After an internship in the Global Arbitrage Trading department at Credit Suisse in London, I started my PhD in mathematics at the Vienna University of Technology and changed after one year to the economics department at the University of Vienna, where I passed my PhD under supervision of Manfred Deistler and Benedikt M. Pötscher (May 2015, with distinction). During my PhD, I could further my international network through extended research visits at the Australian National University in Canberra (November 2012 and November 2013, invited by Brian D. O. Anderson) and University of Pennsylvania (January until May 2014, invited by Frank Schorfheide). 

Within QuantiCo KG Manfred Deistler, Alexander Fruehmann, and I are providing state-of-the-art knowledge and advisory services in the fields of statistics and applied mathematics with a focus in modeling, forecasting and optimization. Currently, we are working on one-day-ahead electricity load forecasting.