Statistics Seminar

The Statistics Seminar is a forum in which doctoral students as well as Bachelor and Master students present their current research. The seminar is primarily for students who write their theses at our chair, but also everybody else is welcome to attend the seminar.

Schedule for Winter Term 2020/21

The seminar takes places every Wednesday (4:45 PM – 5:45 PM) digitally via Zoom.

You can access the seminar with this link.

04.11.2020 – Christian Mühlroth (FAU)
“Artificial Intelligence in Foresight and Innovation: Searching the Unknown”

02.12.2020 – Daniel Perico (FAU)
“Topic Modeling for Earnings Conference Calls”

16.12.2020 – Laura Kölbl (FAU)
“Keyword Selection for Labeled Data”

20.01.2021 – Jaroslaw Sentschuk (FAU)
“Saisonbereinigung hierarchischer makroökonomischer Zeitreihen”

27.01.2021 – Lena Müller (FAU)
“How Do Firms From Expectations of Aggregate Growth? New evidence from a large-scale business survey in Germany.”

Schedule for Summer Term 2020

The seminar takes places every Wednesday (4:45 PM – 5:45 PM) digitally via Zoom.

If you would like to participate, please write us an email to and we will send you the login-data.

10.06.2020 – Matthias Schnaubelt (FAU)
“Essays on Machine Learning and Finance”

17.06.2020 – Philip Oberfichtner (FAU), David Kreisl (FAU)
Philip Oberfichtner: “Explainable Artifical Intelligence in der Versicherungsbranche. Die Identifikation von Risikomerkmalen am Beispiel von Zahntarifen”
David Kreisl: “The impact of the COVID-19 pandemic on the German housing market”

24.06.2020 – Dr. Alexander Glas (FAU), Lena Müller (FAU)
“Talking in a language that everyone can understand: Assessing the transparency of speeches by the ECB’s Executive Board”

01.07.2020 – Laura Kölbl (FAU), Christian Mühlroth (FAU)
Laura Kölbl: “Enhanced Topic Number Estimation in LDA Modeling”
Christian Mühlroth: “Leveraging Machine Learning to Separate Noise from News”

08.07.2020 – Simon Rauch (FAU), Esteban Barrado (FAU)
Simon Rauch: “Forecasting the Duration of Transshipment Processes Using Bayesian Networks”
Esteban Barrado: “A machine learning volatility forecast approach for the US stock market”

15.07.2020 – Daniel Perico (FAU)
“Earnings announcements and implied volatility”

Schedule for Winter Term 2019/20

The seminar takes place on Wednesday, 16:45 h – 17:45 h in room LG 4.109

06.11.2019 – Christopher Zuber (Universität Heidelberg)
“Improving the Reliability of Potential Output Estimates in Real Time”

27.11.2019 – Daniel Perico (FAU)
“High frequency impact of social networks on market volatility: The case of Donald Trump’s tweet activity”

04.12.2019 – Christoph Drechsel (FAU, BSc)
“Forecasting the volatility of industry portfolios using GARCH models”

11.12.2019 – Lena Müller (FAU)
“How do Firms Form Expectations of Aggregate Growth? New Evidence from a Large-scale Business Survey in Germany”

18.12.2019 – Dr. Alexander Glas (FAU) – room 3.166
“On the Effects of the Information Channels of Monetary Policy on Inflation Expectations”

15.01.2020 – Matthias Schnaubelt (FAU)
“Fundamental ratios, forecast errors or sentiment polarity: How does financial machine learning predict the post-earnings-announcement drift?”

22.01.2020 – Denis Baev (FAU, MSc)
“Using Narrative Sign-Restrictions to Identify Different Oil Price Shocks”

29.01.2020 – Benno Buschmann (FAU, BSc), Jasper Schober (FAU)
“Deep-Learning-Verfahren zur Prognose von Zeitreihen im Kontext von Automotive Sensorik” (Benno Buschmann)
“The Effect of President Trump’s Tweets on Economic Policy Uncertainty in the U.S.” (Jasper Schober)

05.02.2020 – Laura Kölbl (FAU)
“Investigations on the Number of Topics in Topic Modeling”

Schedule for Summer Term 2019

The seminar takes place on Wednesday, 16:45h – 17:45h, in room LG 4.109.

15.05.2019 – Matthias Schnaubelt (FAU)
“Machine Learning Model Validation for Locally Stationary Time Series”

29.05.2019 – Alexander Glas (FAU)
“An Empirical Analysis of Survey-Based Macroeconomic Forecasts and Uncertainty”

05.06.2019 (17:30h!!!) – Fabian Waldow (FAU, MSc)
“Financial Machine Learning in Future Markets”

05.06.2019 (18:15h!!!) – Steffen Zierold (FAU, MSc)
“Robuste Portfolio-Optimierung für rangtransformierte Handelssignale”

19.06.2019 (10:00h – 11:00h!!!) – Daniel Perico Ortiz (FAU)
“Measuring and Analyzing Economic Policy Uncertainty in Colombia”

03.07.2019 – Laura Kölbl (FAU)
“Topic Modeling and Topic Quality Estimation”

03.07.2019 – Christian Mühlroth (FAU)
“Noise or News: How to Detect Relevant Weak Signals for Strategic Foresight Automatically”

10.07.2019 – Franziska Hünnekes (LMU München)
Monetary Policy Announcements and Expectations: Evidence from German Firms

17.07.2019 – Christopher Zuber (Universität Heidelberg): Cancelled!
“Improving the Reliability of Potential Output Estimates in Real Time”

24.07.2019 – Denis Baev (FAU, MSc)
“Using Narrative Sign-Restrictions to Identify Different Oil Price Shocks”


Please contact our office ( if you want to schedule a presentation in the seminar or if you have general questions about the seminar.