Dennis Schroers

About me

I am a researcher (postdoc) in the Institute of Finance and Statistics at the University of Bonn. I am also an associate member of the Hausdorff Center for Mathematics. I hold a Ph.D. in Mathematics from the University of Oslo, where I was supervised by Prof. Fred Espen Benth and Prof. Giulia Di Nunno.

I do research in mathematical statistics and, in particular, on the interface of functional data analysis and stochastic analysis. At the moment, I am developing statistical methods for space-time data sets as well as data that arise in the context of term structure models from mathematical finance.

Short Bio

Since 2022: University of Bonn, Postdoc
2019-2022: University of Oslo, PhD in Mathematics
2017-2022: University of Wuppertal, Master in Mathematics
2013-2017: University of Wuppertal, Bachelor in Mathematics and Social Sciences

Research

Interests

Functional Data Analysis
High-Frequency Statistics
Stochastic (Partial) Differential Equations
Mathematical Finance
Space-time Statistics

Preprints

Nonparametric Estimation of Noise Covariance Kernels in Parabolic SPDEs using Space-Time Infill-Asymptotics, available on arxiv:2508.20947, 2025.
Robust Functional Data Analysis for Stochastic Evolution Equations in Infinite Dimensions, available on arxiv:2401.16286, 2024.

Publications

Dynamically Consistent Analysis of Realized Covariations in Term Structure Models, forthcoming in Mathematical Finance, 2025, link.
with Fred Espen Benth and Almut E. D. Veraart, A feasible central limit theorem for realised covariation of SPDEs in the context of functional data, Annals of Applied Probabiliy 34(2) (2024) 2208–2242, link.
with Fred Espen Benth and Almut E. D. Veraart, A weak law of large numbers for realised covariation in a Hilbert space setting, Stochastic Processes and their Applications 145 (2022) 241-268, link.
with Fred Espen Benth and Giulia Di Nunno, Copula measures and Sklar’s theorem in arbitrary dimensions, Scandinavian Journal of Statistics 49 (3) (2022), 1144– 1183, link.
with Fred Espen Benth and Giulia Di Nunno, A topological proof of Sklar's theorem in arbitrary dimensions, Dependence Modeling 10 (1) (2022), link.
with Bálint Farkas, Martin Friesen and Barbara Rüdiger, On a class of stochastic partial differential equations with multiple invariant measures, Nonlinear Differential Equations and Applications 28 (2020), link.

Teaching

Lecturing a course on nonparametric statistics (B.Sc.), University of Bonn, since 2023
Leading a seminar on econometrics and statistics (M.Sc.), University of Bonn, since November, since 2022
Co-lectured a course on energy finance (M.Sc. & Ph.D.), University of Oslo, 2022.

Grants, Scholarships and Awards

Argelander Starter-Kit Grant (12,500 €), started Aug. 2023, Grant for project funding, project title: ''Taming Infinite-Dimensional Data with Infill Asymptotics"
Barmenia Mathematics Prize (2000€), 2019.
FABU-Prize of the alumni association at the University of Wuppertal (1000€), 2019.
Deutschlandstipendium (300 € monthly), May 2017- Apr. 2019.
Travel grants i.a. travel grants for attending two winter schools in Hammamet and Tunis (DAAD), travel Grant for attending a conference in Lisbon (Argelander).

Talks

Linnaeus Workshop on Stochastic Analysis and Applications 2024, Växjö, Jul. 2024, Invited conference talk.

Oberseminar Stochastik, Düsseldorf, Nov. 2023, Invited seminar talk.
Stochastics in Mathematical Finance and Physics, Hammamet, Oct. 2023, Invited conference talk.
Workshop on Stochastics for Sustainable Finance and Energy Markets, Vienna Sep. 2023, Invited conference talk.
Conference on Stochastic Processes and their Applications, Lisbon, Jul. 2023, Contributed talk.
STAR Seminar, Oslo, Mar. 2023, Invited seminar talk.
Workshop on High-Dimensional Data Analysis, Madrid, Mar. 2023, Contributed talk.
Oberseminar Stochastik, Wuppertal, Jan. 2023, Invited seminar talk.
Workshop in Stochastic Analysis, Amsterdam, Dec. 2022, Invited conference talk.
DynStoch, Paris, Jul. 2022, Contributed talk.
International Conference on Computational Finance, Wuppertal, Jun. 2022, Contributed talk.
Conference on Climate, Weather and Carbon Risk in Energy and Finance, Oslo, May 2022, Contributed talk.
German Probability \& Statistics Days, Mannheim, Sep. 2021, Contributed talk (online).
Conference on High-Dimensional Stochastics, Vienna, Sep. 2020, Contributed talk (online) 2020.