Dr. rer. nat. Jonathan Ansari
- Dependence Modeling
- Multivariate and Nonparametric Statistics
- Stochastic Orderings
- Risk Analysis
- Financial Mathematics
- Data Analytics and Machine Learning
- In joint work with T. Shushi and S. Vanduffel, our paper Up- and down-correlations in normal variance mixture models has been published in the journal Statistics & Probability Letters.
- Paper accepted: In joint work with E. Lütkebohmert, A. Neufeld and S. Sester, our paper Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information will appear soon in the journal Finance and Stochastics.
- Conference in Salzburg: I’m part of the local organizing committee for the 11th International Conference on Soft Methods in Probability and Statistics taking place in Salzburg in September 3-6, 2024.
- Since October 2022, I have been working with Dr. S. Fuchs in the project ReDim: Quantifying dependence via dimension reduction