- Copulas
- Maschinelles Lernen
- Complex Systems Science
 Dr. Maximilian Coblenz |
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Forschungsinteressen
Lebenslauf (Kurzfassung)
| 12/18 | Promotion zum Dr. rer. pol. (mit Auszeichnung: summa cum laude) |
| seit 07/15 | Wissenschaftlicher Mitarbeiter am Institut für Operations Research (IOR), Lehrstuhl Prof. Dr. Oliver Grothe |
| 08/17 - 10/17 | Visiting PhD Student, Department of Statistics and Actuarial Science, University of Waterloo |
| 05/13 - 06/15 | Landesbank Baden-Württemberg, Konzernrisikocontrolling |
| 04/11 - 04/13 | Studium M. Sc. Technische Volkswirtschaftslehre am KIT (Abschluss: M. Sc., mit Auszeichnung) |
| 09/11 - 09/12 | Studium Finance and Investment an der University of Nottingham (Abschluss: M. Sc., with Distinction) |
| 10/07 - 03/11 | Studium Wirtschaftsingenieurwesen am KIT (Abschluss: B. Sc.) |
| 10/06 - 09/07 | Studium Physik am KIT |
| 2006 | Abitur am Humboldt Gymnasium Karlsruhe |
Veröffentlichungen
- Coblenz, M., Dyckerhoff, R., Grothe, O. (2018), Confidence Regions for Multivariate Quantiles, Water, 10: 996.
Codes können hier gefunden werden.
- 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
Codes können hier gefunden werden.
- Teschner, F., Coblenz, M., Weinhardt, C. (2011), Short-Selling in Prediction Markets, The Journal of Prediction Markets 5(2): 14-31
Konferenzen und Vorträge
- März 2019 (geplant): Modeling Fuel Injector Spray Characteristics Of Jet Engines Using Vine Copulas, DAGStat 2019, LMU München, Germany
- März 2019 (geplant): 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
Veranstaltungen
| Titel | Typ | Semester |
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| Spezielle fortgeschrittene Themen der Datenanalyse und Statistik | Seminar | SoSe 2019 |
| Spezielle Themen der Datenanalyse und Statistik | Seminar | SoSe 2019 |
