Chair of Statistics and Econometrics
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Dennis Mao

Dennis Mao, M. Sc., L. M.

Research Assistant and Ph.D. Student

Contact

Department of Statistics
Chair of Statistics and Econometrics
Akademiestr. 1/I
80539 München

Room: A 152
Phone: +49 89 2180 3522

Research Interest

  • Time Series Analysis
  • Quantitative Risk Management
  • Machine Learning Methods for Finance

Teaching

Current Offerings

tba.

Exercise Sessions

WiSe 23/24 Causal Inference
WiSe 21/22 Wahrscheinlichkeitstheorie und Inferenz I
SoSe 2022 Wahrscheinlichkeitstheoretische Grundlagen der Statistik
WiSe 20/21    SoSe 2022 Introduction to Python For Finance
WiSe 20/21 21/22 Finanzökonometrisches Seminar für MA-Studierende
WiSe 19/20 21/22 Finanzökonometrisches Seminar für BA-Studierende
WiSe 19/20 Financial Econometrics: Portfolio Analysis
SoSe 2019, 2020, 2021, 2022, 2023 Univariate Time Series Analysis
SoSe 2019, 2020, 2021 Multivariate Time Series Analysis
SoSe 2023 Statistik I & II für Studierende der Wirtschaftswissenschaften

 

Thesis Supervision

WiSe 22/23 Extreme Value Theory in Risk Modeling (BA-Thesis)
WiSe 22/23 Non-Parametric Estimation of Range Value
at Risk (BA-Thesis)
SoSe 21 Machine Learning Methods for Portfolio Optimization and Stock Selection (MA-Thesis)
SoSe 21 On Value at Risk Prediction Using Quantile Regression Methods (BA-Thesis)
WiSe 20/21 Dynamic Factor Models: An Analysis of Germany’s Industrial Production (MA-Thesis)
SoSe 20 Portfolio Selection with Principle Component Analysis and Deep Auto-Encoder (BA-Thesis)
SoSe 20 Anwendung des CMI-Modells auf die Heubeck Rechnungsgrundlagen in Deutschland (BA-Thesis)
SoSe 20 Discrete-Time Markov Chains - On the Transition from Countable to Continuous State Spaces (BA-Thesis)
WiSe 19/20 On the Error Distributions of GARCH Models (BA-Thesis)
WiSe 19/20 On Portfolio Optimization - The Black-Litterman Model (BA-Thesis)
SoSe 19 A Comparison of Risk Measurement Methods and Further Modelling Approaches (MA-Thesis)
SoSe 19 Modern Approach to Dynamic Portfolio Optimization (MA-Thesis)
SoSe 19 Machine Learning Methods for Stock Price Prediction (BA-Thesis)