Statistical Modeling of Complex Systems and Processes

Doctoral students funded by the research training group

The research training group offers positions for full-time training at the universities of Heidelberg and Mannheim.

Heidelberg University, Institute of Applied Mathematics

Supervisor: Dr. Claudia Strauch and Prof. Dr. Leif Döring

c.aeckerle(at)uni-heidelberg.de

University of Mannheim, Institute of Mathematics

Sam was born in Cambridge, UK. He received his M.Math (2016) in Mathematics from the University of Bath. During his studies he specialized in probability theory. Since October 2016 Sam is a PhD Student at the University of Mannheim and works on

  • Lévy processes
  • self-similar Markov processes
  • statistical methods involving random time-changes

Supervisor: Prof. Dr. Leif Döring and Prof. Rainer Dahlhaus

Contact: sbaguley(at)mail.uni-mannheim.de

University of Mannheim, Institute of Mathematics

Jonas received both his B.Sc. (2014) and M.Sc. (2017) in Business Mathematics from the University of Mannheim. During his studies he specialized in statistics and mathematical finance. Jonas joined the group in June 2017.

Supervisor: Prof. Dr. Martin Schlather and Dr. Kirstin Strokorb

Contact: jbrehmer(at)mail.uni-mannheim.de

Stefan was born in Karlsruhe, Germany. He received both, his B.Sc (2013) in Mathematics and his M.Sc. (2016) in Economathematics at the Karlsruher Institut of Technology.
During his studies he specialized in statistics and mathematical finance.
Stefan joined the group in November 2016 and is working on rough volatility.

Supervisor: Prof. Dr. Andreas Neuenkirch and Prof. Dr. Enno Mammen

Contact: stefan.koch(at)uni-mannheim.de

Heidelberg University, Institute of Applied Mathematics

Anna was born in Moscow, Russia. She received her "specialist" degree (diploma) 06/2014 at Lomonosov Moscow State University. She joined the group in 2014 and works on

  • stochastic differential equations
  • stochastic analysis
  • Parametrix method

Supervisors: Prof. Dr. Enno Mammen, Prof. Dr. Andreas Neuenkirch, and Prof. Dr. Valentin Konakov

Contact: annaAkozhina(at)gmail.com

Heidelberg University, Institute of Applied Mathematics

Alexander was born in 1989 in Hamburg, Germany. He received his B.Sc in 2012 at the Univerity of Darmstadt, an M.Sc in 2014 at the University of Bristol and an M.Sc in 2015 at the University of Darmstadt. He joined the group in 2014 and works on

  • graphon estimation
  • network models

Supervisors: Prof. Dr. Enno Mammen and Dr. Carsten Jentsch

Contact: kreiss(at)uni-heidelberg.de

Heidelberg University, Institute of Applied Mathematics

Xavier was born in Nantes, France. He received his B.Sc in mathematis at the University of Rennes1 in 2013 and an M.Sc. in 2015 in statistics at the University of Rennes1. Xavier jointed the group in 2015 and is working on

  • inverse problems
  • minimax theory
  • Bayesian non parametric inference

Supervisor: Prof. Dr. Jan Johannes and Prof. Dr. Claudia Schillings

Contact: loizeau(at)math.uni-heidelberg.de

University of Mannheim, Institute of Mathematics

Mehmet was born in Turkey. He received his diploma degree in mathematics with a minor in economics from the University of Heidelberg. In his diploma thesis he worked on high frequency statistics with respect to noisy fractional integral processes. After a one year in Saarbrücken, working on free probability, he joined the group in 2015. His research interests are

  • statistics of stochastic processes
  • inference on (non)-semimartingales
  • applications of Malliavin calculus.

Supervisor: Prof. Dr. Markus Bibinger and Prof. Dr. Andreas Neuenkirch

Contact: mehmet.madensoy(at)uni-mannheim.de

University of Mannheim, Institute of Mathematics

Artem started his research within the group focusing on statistical inference for stochastic point processes with applications in mathematical finance. In 2012 he graduated from Bauman Moscow State Technical University with honorary diploma in Applied Mathematics (major specialization is “Stochastic Analysis and Database Processing Models”). In the diploma he studied asymptotic properties of Kiefer-Gikhman multisample non-parametric tests. After graduation he gained professional experience at the Scientific-Educational Center of Steklov Mathematical Institute of the RAS and, as an extern, at Lomonosov Moscow State University and at Higher School of Economics in Moscow. Since joining the research group he works on

  • stochastic analysis
  • non-parametric statistics
  • functional limit theorems for stochastic processes
  • statistics for censored data

Supervisors: Prof. Dr. Enno Mammen and Prof. Dr. Leif Döring

Contact: amakarov(at)mail.uni-mannheim.de

University of Mannheim, Institute of Mathematics

Olga received her Master’s degree  in 2011 in applied mathematics and informatics from Moscow State University, where she specialized in probability theory and mathematical statistics. After graduation she gained professional experience working as an analyst for an asset management company for one year. In 2014 she completed a further Master's degree in finance from the University of Ulm. In this Master’s thesis she investigated non-parametric methods for the estimation of the Levy density of an infinitely divisible random measure of infinitely divisible random fields with spectral representation. Since Olga joined the research group in 2014 her research focuses on

  • geostatistics
  • statistics for random field

Supervisors: Prof. Dr. Martin Schlather and Prof. Dr. Tilmann Gneiting

Contact: omoreva(at)mail.uni-mannheim.de

Christof was born in Gunzenhausen, Germany. In 2014, he received his B.Sc. in Computer Science and his B.Sc. in Mathematics, both at the University of Freiburg. Two years later, he received his M.Sc. in Computer Science, also in Freiburg.
Christof joined the group in December 2016 and is working on Statistics of Eye Tracking Data.

Supervisor: Prof. Dr. Enno Mammen and Prof. Dr. Martin Schlather

Contact: schoetz(at)math.uni-heidelberg.de

Sandra was born in Tübingen, Germany. She received both her B.Sc
(2013) and M.Sc. (2016) in Mathematics from the University of
Heidelberg. During her studies she specialized in probability theory and statistics.
Sandra joined the group in December 2016.

Supervisor: Prof. Dr. Jan Johannes and Prof. Dr. Claudia Schillings

Contact: schluttenhofer(at)math.uni-heidelberg.de