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Technische Universität München
Technische Universität München

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PhD Theses

2024

  • Alnasser, Hassan Habib: Enhancing Flight Safety through Data-Driven Uncertainty Quantification with Vine Copula Models in Aviation. Dissertation, 2024 mehr…

2023

  • Tepegjozova, Marija: Statistical learning with vine copulas in regression settings. Dissertation, 2023 mehr…
  • Şahin, Özge: Statistical learning based on vine copulas with societal applications. Dissertation, 2023 mehr…

2020

  • Kreuzer, Alexander: Bayesian time series modeling with copula structures. Dissertation, 2020 mehr…

2019

  • Barthel, Nicole: Vine based models for multivariate volatility time-series and time-to-event data. Dissertation, 2019 mehr…

2018

  • Nagler, Thomas: Nonparametric estimation in simplified vine copula models. Dissertation, 2018 mehr…

2017

  • Erhardt, Tobias Michael: Development of Vine Copula based Drought Indices and Model Evaluation under the Presence of Non-Stationarity. Dissertation, 2017 mehr…
  • Killiches, Matthias Markus: Model distances, block maxima and repeated measurements in the context of vine copulas. Dissertation, 2017 mehr…
  • Kraus, Daniel: D-vine copula based quantile regression and the simplifying assumption for vine copulas. Dissertation, 2017 mehr…
  • Müller, Dominik Thomas: Selection of Sparse Vine Copulas in Ultra High Dimensions. Dissertation, 2017 mehr…

2015

  • Gruber, Lutz Fabian: Bayesian Modeling of General Multivariate Problems and High-Dimensional Time Series. Dissertation, 2015 mehr…

2014

  • Schepsmeier, Ulf: Estimating standard errors and efficient goodness-of-fit tests for regular vine copula models. Dissertation, 2014 mehr…

2013

  • Bauer, Alexander: Pair-copula constructions for non-Gaussian Bayesian networks. Dissertation, 2013 mehr…
  • Brechmann, Eike Christian: Hierarchical Kendall Copulas and the Modeling of Systemic and Operational Risk. Dissertation, 2013 mehr…
  • Stöber, Jakob: Regular Vine Copulas with the simplifying assumption, time-variation, and mixed discrete and continuous margins. Dissertation, 2013 mehr…

2010

  • Erhardt, Vinzenz: Modeling different dependence structures involving count data with applications to insurance, economics and genetics. Dissertation, 2010 mehr…

Diploma, Master and Bachelor Theses

2024

  • Brian Zeiser Dietrich: Y-Vine Copula Based Structure Learning for Continuous Bayesian Networks. Masterarbeit, 2024 mehr…
  • Imrane Tola: Modelling Yield Curves and Economic Factors using Vine and Factor Copula Models. Masterarbeit, 2024 mehr…
  • Moritz Jaud: Integrating D-vine regression models and neural network approaches for conditional quantile estimation with financial application. Masterarbeit, 2024 mehr…

2023

  • Javier Blasco Aguado: Financial Risk Measures Estimation Using Vine Copula Models: Application to BVK Portfolio. Masterarbeit, 2023 mehr…
  • Sarah Lumpp: Conditional Independence in Graphical Continuous Lyapunov Models. Masterarbeit, 2023 mehr…

2022

  • Elisabeth Griesbauer: Vine Copula Based Synthetic Data Generation for Classification. Masterarbeit, 2022 mehr…
  • Florian Kössinger: Vine Copula and mixture model based analysis of the Sachs data. Masterarbeit, 2022 mehr…
  • Petra Havlícková: Analysis of Conditional Vine Copula Distributions Using Hamiltonian Monte Carlo. Masterarbeit, 2022 mehr…
  • Philipp Emanuel Maria Sommer: Estimation and Backtesting of the Expected Shortfall and Value at Risk using Vine Copulas - An unconditional and conditional rolling window approach. Masterarbeit, 2022 mehr…
  • Stefan Kienle: Active Bayesian Causal Discovery for Gaussian Process Networks. Masterarbeit, 2022 mehr…
  • Tamara Simjanoska: D-vine Regression in Insurance. Masterarbeit, 2022 mehr…
  • Zichun LI: Illustration of variable selection methods for clustering based on Gaussian mixture and vine copula mixture models using Alzheimer Data. Masterarbeit, 2022 mehr…

2021

  • Ka Wing Ho: EM algorithm and its extensions for Gaussian and vine copula mixture models. Masterarbeit, 2021 mehr…
  • Leopold Anton Mareis: Vine copula based quantile regression including discrete components. Masterarbeit, 2021 mehr…
  • Mohamed Maarouf: Backtesting Value-at-Risk of Financial Data Using Vine Copulas. Masterarbeit, 2021 mehr…
  • Sebastian Scharl: D-vine Regression Based Bayesian Networks Applied to the Sachs Dataset. Masterarbeit, 2021 mehr…

2020

  • Niklas van Heiss: Estimation of Prediction Intervals for Next-Day Air Temperatures in South Korea Using D-vine Copula Based Quantile Regression. Masterarbeit, 2020 mehr…
  • Niklas van Heiss: Estimation of Prediction Intervals for Next-Day Air Temperatures in South Korea Using D-vine Copula Based Quantile Regression. Masterarbeit, 2020 mehr…
  • Renée Thommes : Conditional Kendall's τ estimation based on weights. Masterarbeit, 2020 mehr…

2019

  • Marija Tepegjozova: D- and C-vine quantile regression for large data sets. Masterarbeit, 2019 mehr…
  • Özge Sahin: Statistical Analysis of the Number of Sales of a Pharmacy Product. Masterarbeit, 2019 mehr…

2018

  • Georg Huber: D-vine copula based mean regression and a comparison with gradient boosting. Masterarbeit, 2018 mehr…
  • Jakob Herrmann: Regular vine copula based quantile regression. Masterarbeit, 2018 mehr…
  • Jixuan Wang: Dependence modelling of operational risk with special focus on multivariate compound Poisson processes. Masterarbeit, 2018 mehr…
  • Raphael Weber: Value at Risk Estimation with Subset Simulation. Masterarbeit, 2018 mehr…

2017

  • Felix Hunschede: D-Vine Copula Based Modelling and Forecasting of Exposure Limits in Reinsurance. Masterarbeit, 2017 mehr…
  • Ligeng Zhong: Empirical study of GAM vine copula models for S&P 100 data. Masterarbeit, 2017 mehr…
  • Ludovica Spazzini: Calibration of ensemble weather forecasts using D-vine copula models. Masterarbeit, 2017 mehr…
  • Niklas Schallhorn: D-vine quantile regression for mixed discrete and continuous data with applications to bank stress testing. Masterarbeit, 2017 mehr…

2016

  • Alexander Sakuth: Identification of Directly Imputable Missing Data Patterns Using R-vine Copulas and Application to Multiple Imputation. Masterarbeit, 2016 mehr…
  • Alexej Brauer : Kernel Estimation of Conditional Copula Densities. Masterarbeit, 2016 mehr…
  • Christian Bumann: Sparse structure selection for high-dimensional vine copula models. Masterarbeit, 2016 mehr…
  • Johannes Süß: Vine Copula Modeling in Operational Risk. Masterarbeit, 2016 mehr…
  • Silvia Hannes: Recognition of Truncated Vine Copula Models by Application of Gaussian DAG Structures. Masterarbeit, 2016 mehr…

2015

  • Benedikt Schamberger: Bayesian Analysis of the One-Factor Copula Model with Applications to Finance. Masterarbeit, 2015 mehr…
  • Nicole Barthel: Multivariate Survival Analysis using Vine-Copulas. Masterarbeit, 2015 mehr…
  • Stefan Glogger: Visualization of Trivariate Vine Copulae. Bachelorarbeit, 2015 mehr…
  • Susanna Elsner: Vine Copula based analysis of online customer demand under market competition. Masterarbeit, 2015 mehr…
  • Yulong Guo: Likelihood Discrimination of Three Dimensional Vine Copula Models. Masterarbeit, 2015 mehr…

2014

  • Otto Kähm: Assessing System Relevance of Financial Institutions Using Pair-Copula Constructions for Modeling. Masterarbeit, 2014 mehr…
  • Stephan Zeisberger: Vine Copula Imputation. Masterarbeit, 2014 mehr…
  • Thomas Nagler: Kernel Methods for Vine Copula Estimation. Masterarbeit, 2014 mehr…

2013

  • Amina Boukharrata: Nonparametric Estimation of Three Dimensional Pair-Copula Constructions. Masterarbeit, 2013 mehr…
  • Dominik Neubauer: Return and VaR Prediction of Equity Portfolios Using DAG and R-Vine Copula Based Models. Masterarbeit, 2013 mehr…
  • Eva Scheungrab: Copula Based Discriminant Analysis with Application. Masterarbeit, 2013 mehr…
  • Martina Beil: Modeling Dependencies among Financial Asset Returns Using Copulas. Masterarbeit, 2013 mehr…
  • Patrick Eschenburg: Properties of extreme-value copulas. Diplomarbeit, 2013 mehr…
  • Tobias M. Erhardt: Predicting Temperature Time Series Using Spatial Vine Copulae. Masterarbeit, 2013 mehr…

2012

  • Anastasia Schmidt: Sequential R-Vine Copula Selection Using Different Weights. Diplomarbeit, 2012 mehr…
  • Katharina Hendrich: Copula-based Analysis of Interdependence among Companies in the Banking and Insurance Sector. Diplomarbeit, 2012 mehr…
  • Michael Pachali: Modeling dependence among meteorological measurements and tree ring data. Diplomarbeit, 2012 mehr…
  • Philippe Bretan: Parent orderings in pair-copula Bayesian networks. Diplomarbeit, 2012 mehr…
  • Stephan Jeske: Heuristic Sequential Model Selection Strategies for R-Vine Copulas: Comparison and Applications. Masterarbeit, 2012 mehr…
  • Xaver Nebauer: Local change point detection in time-varying R-vine copula models. Diplomarbeit, 2012 mehr…

2011

  • Elisabeth Hobmaier: Influences on the loss of bone density in perimenopausal women - Applying linear mixed models. Diplomarbeit, 2011 mehr…
  • Jiying Luo: Stepwise estimation of D-Vines with arbitrary specified copula pairs and EDA Tools. Diplomarbeit, 2011 mehr…
  • Lutz Gruber: Bayesian Analysis of R-Vine Copulas. Masterarbeit, 2011 mehr…

2010

  • Eike Brechmann: Truncated and simplified regular vines and their applications. Diplomarbeit, 2010 mehr…
  • Jeffrey F. Dißmann: Statistical Inference for Regular Vines and Application. Diplomarbeit, 2010 mehr…
  • Jiabao Ma: Bayesian inference for D-vine pair-copula constructions based on different bivariate families. Diplomarbeit, 2010 mehr…
  • Matthias Lindinger: Modelling Dependence between Loss Triangles using Copula and DVine Constructions. Diplomarbeit, 2010 mehr…
  • Natalia Belgorodski: Selecting pair-copula families for regular vines with application to the multivariate analysis of European stock market indices. Diplomarbeit, 2010 mehr…
  • Ulf Schepsmeier: Maximum likelihood estimation of C-vine pair-copula constructions based on bivariate copulas from different families. Diplomarbeit, 2010 mehr…

2009

  • Jasper Niklas Lanzendörfer: Joint estimation of parameters in multivariate normal regression with correlated errors using pair-copula constructions and an application to finance. Diplomarbeit, 2009 mehr…

2008

  • Florian Gärtner: Bayesian Analysis of Multivariate Time Series Models based on Pair-Copula Construction. Diplomarbeit, 2008 mehr…

2007

  • Tanja Baumann: Modellierung von stochastischen Abhängigkeitsstrukturen auf Graphen. Diplomarbeit, 2007 mehr…
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