Statistical Modeling of Complex Systems and Processes

Lecture program

Apart from the specific training program, PhD students attend lectures and seminars from Heidelberg and Mannheim to specialize on their research topic. We offer a variety of lectures on topics of the research training group: statistics, stochastic processes, and applications in diverse fields. Students can also attend graduate lectures offered by the graduate school in economics and social science in Mannheim (GESS).

Lectures of the past years

  • Continuous-time finance  
  • Risk measurement and risk management 
  • Semiparametrics mathematical econometrics and statistics
  • Nonparametric curve estimation
  • Continuous-time finance
  • Advanced econometrics
  • Stochastische analysis
  • Time series and spatial statistics
  • Decision theory
  • Statistical methods for stochastic networks
  • Statistics for stochastic processes
  • Geo-statistics with 'Randomfields'
  • Spatial extremal value theory
  • Definite functions with applications in economics
  • High-dimensional statistics and empirical process theory
  • SDEs and PDEs
  • Computational SDEs
  • Computational finance
  • Malliavin calculus
  • Statistics of inverse problems
  • Introduction to extremal value theory

Seminars of the past years

  • Non-eucleadian statistics
  • Statistics for random graphs
  • Stochastic modeling
  • Data driven choice of smoothing parameters
  • Statistical inference for network data
  • Neural networks
  • Biostatistics
  • Computational statistics
  • Mathematical methods in big data
  • High-dimensional statistics
  • Nonparametric statistics