Welcome!

My name is Maximilian Coblenz.

This site gives an overview on my current and past research activities.

Publications

Journal Articles

Mohr, R., Coblenz, M., Kirst, P. (2023), Globally Optimal Univariate Spline Approximations, Computational Optimization and Applications, 85: 409-439.
Coblenz, M., Grothe, O., Hermann, K., Hofert, M. (2022), Smooth Bootstrapping of Copula Functionals, Electronic Journal of Statistics, 16(1): 2250-2606.
Coblenz, M. (2021), MATVines: A vine copula package for MATLAB, SoftwareX, 14: 100700.

The MATVines toolbox v1.1 can be found here. The manual can be found here.Please, report any bugs you encounter and send any comments you have to maximilian.coblenz@hwg-lu.de with a [MATVines] tag.

Coblenz, M., Holz, S., Bauer, H.-J., Grothe, O., Koch, R. (2020), Modelling Fuel Injector Spray Characteristics in Jet Engines by Using Vine Copulas, Journal of the Royal Statistical Society, Series C (Applied Statistics), 69(4): 863-886.
Coblenz, M., Dyckerhoff, R., Grothe, O. (2018), Confidence Regions for Multivariate Quantiles, Water, 10: 996.

Code can be found here.

Coblenz, M., Grothe, O., Schreyer, M., Trutschnig, W. (2018), On the length of copula level curves, Journal of Multivariate Analysis, 167: 347-365.
Breig, R., Coblenz, M., Pelz, M. (2018), Enhancing simulation-based theory development in entrepreneurship through statistical validation, Journal of Business Venturing Insights, 9: 53-59.
Coblenz, M., Dyckerhoff, R., Grothe, O. (2018), Nonparametric Estimation of Multivariate Quantiles, Environmetrics, 29(2): 1-23.

Code can be found here.

Teschner, F., Coblenz, M., Weinhardt, C. (2011), Short-Selling in Prediction Markets, The Journal of Prediction Markets, 5(2): 14-31.

Conference Papers

Liu, B., Coblenz, M., Grothe, O. (2024), Predicting grid frequency short-term dynamics with Gaussian processes and sequence modeling, Proceedings of the 15th ACM International Conference on Future and Sustainable Energy Systems (e-Energy '24), Association for Computing Machinery, New York, NY, USA: 535-550.

Dissertation

Coblenz, M. (2018), Advances in Dependence Modeling: Multivariate Quantiles, Copula Level Curve Lengths, and Non-Simplified Vine Copulas, Ph.D. Thesis, KIT Karlsruhe.

Here is a video about my dissertation (in German!).

Working Paper

Kächele, F., Coblenz, M., Grothe, O. (2023), Learning Nonparametric High-Dimensional Generative Models: The Empirical-Beta-Copula Autoencoder, https://arxiv.org/abs/2309.09916.

Conferences and Talks

21.03.2019: Modeling Fuel Injector Spray Characteristics Of Jet Engines Using Vine Copulas, DAGStat 2019, LMU München, Germany
07.03.2019: A new relaxation of the simplifying assumption in vine copulas, Stochastic Models, Statistics and their Application (SMSA 2019), TU Dresden, Germany
15.12.2018: Confidence Regions for Multivariate Quantiles, 11th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2018), University of Pisa, Italy
22.08.2018: On the Length of Copula Level Curves, ATMS Workshop on Multi- and high-dimensional statistics, Copulas, Survival Analysis, and Model selection, KU Leuven, Belgium
17.12.2017: Nonparametric estimation of multivariate quantiles in small sample sizes, 10th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2017), University of London, UK
18.09.2017: Multivariate Quantiles: Nonparametric Estimation and Applications to Risk Management, Seminar Department of Statistics and Actuarial Science, University of Waterloo, Canada
03.07.2017: The Length of Copula Level Curves, Copulas and Their Applications - To commemorate the 75th birthday of Professor Roger B. Nelsen, University of Almeria, Spain
30.05.2017: Nonparametric Estimation of Multivariate Quantiles, Seminar Department of Mathematics, University of Oslo, Norway

Short Bio

since 2022: Professor for Business Information Systems at Department of Services and Consulting, Ludwigshafen University of Business and Society
2020 - 2022: Data Scientist at 1&1 Telecommuncation SE
2019 - 2020: Data Scientist at EXXETA AG
2015 - 2019: Research and Teaching Assistant at the Institute of Operations Research (IOR)
2018: PhD in Statistics, Karlsruhe Institute of Technology
2013 - 2015: Risk Controller at Landesbank Baden-Württemberg
2013: M.Sc. Economics Engineering, Karlsruhe Institute of Technology
2012: M.Sc. Finance and Investment, University of Nottingham
2011: B.Sc. Business Engineering, Karlsruhe Institute of Technology