Johannes Frank, M. Sc.
Research Assistant
School of Business, Economics and Society
Chair of Statistics and Econometrics (Prof. Dr. Dovern)
- Phone number: +499115302-95250
- Fax number: +499115302-95277
- Email: johannes.jf.frank@fau.de
Office hours
By Appointment
Curriculum Vitae
| Since 04/2021 | Research Assistant, FAU Erlangen-Nürnberg, Chair of Statistics and Econometrics |
| 01/2020 – 03/2021 | Working Student, NÜRNBERGER Asset Management GmbH (Public Markets) |
| 10/2019 – 03/2021 | Student and Teaching Assistant, FAU, Chair of Statistics and Econometrics |
| 10/2019 – 12/2019 | Working Student, NÜRNBERGER Versicherung (Kapitalanlage-Portfoliomanagement) |
| 10/2018 – 09/2019 | Student Assistant (Tutor), FAU, Chair of Statistics and Econometrics |
| 09/2015 – 09/2019 | Integrated Degree Program (Student and International Management Assistant for Insurance & Finance), NÜRNBERGER Versicherungen |
| since 03/2022 | PhD Student, FAU Erlangen-Nürnberg, Chair of Statistics and Econometrics |
| 2019 – 2021 |
FAU Erlangen-Nürnberg, M.Sc. Finance-Auditing-Controlling-Taxation (FACT), Majors: Finance & Statistics |
| 2016 – 2019 | FAU Erlangen-Nürnberg, B.A. Business Studies (Integrated Degree Program) |
| 2007 – 2015 | Abitur, Peter-Vischer-Schule |
- 7th International Conference on Advanced Research Methods and Analytics (CARMA 2025), Roma Tre University (Italy), July 2025: Improving multi-horizon volatility forecasting using multi-task learning.
- 26th International Conference on Computational Statistics (COMPSTAT 2024), Justus-Liebig-Universität Giessen, August 2024: Multi-Task Learning for Macroeconomic Forecasting.
- 44th International Symposium on Forecasting (ISF), International Institute of Forecasters (IIF), Dijon (France), July 2024: Multi-Task Learning for Macroeconomic Nowcasting.
- 6th International Conference on Advanced Research Methods and Analytics (CARMA 2024), UPV Valencia (Spain), June 2024: Multi-Task Learning for Macroeconomic Nowcasting.
- Workshop „Zwischen Narrativen und Fakten – Wie können Statistiken die Öffentlichkeit erreichen?, June 2024, Fürth.
- 16. RGS Doctoral Conference in Economics, Ruhr-University Bochum, March 2023: Forecasting Realized Volatility in Turbulent Times using Temporal Fusion Transformers.
- Big Data in Macroeconomics, Bundesministerium für Wirtschaft und Klimaschutz, October 2022, hybrid.
Publications
Dovern, J., Frank, J., Glas, A., Müller, L.S., and Perico, D. (2023). Estimating Pass-Through Rates for the 2022 Tax Reduction on Fuel Prices in Germany, Energy Economics, 126, 106948.