Dr. rer. nat. Jonathan Ansari
Contact: jonathan.ansari(at)plus.ac.at
Research Interests
- Dependence Modeling
- Optimal Transport
- Multivariate and Nonparametric Statistics
- Stochastic Orderings
- Risk Analysis
- Financial Mathematics
- Data Analytics and Machine Learning
News
- New preprint: In joint work with Sebastian Fuchs, our paper ‚On continuity of Chatterjee’s rank correlation and related dependence measures is available‚ on arXiv.
- Paper accepted: In joint work with Patrick Langthaler, Sebastian Fuchs and Wolfgang Trutschnig, our paper Quantifying and estimating dependence via sensitivity of conditional distributions is accepted for publication in the journal Bernoulli.
- In joint work with M. Rockel our paper on Dependence properties of bivariate copula families is now available in Dependence Modeling.
- Paper published: 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 has appeared in the journal Finance and Stochastics.
- In Feb. 2024, I won an Early Career Research grant from the Paris Lodron University Salzburg. My research project on improved risk bounds for sums of random variables under dependence information is being funded with over €50,000.
- Paper published: In joint work with L. Rüschendorf, our paper Supermodular and directionally convex comparison results for general factor models is now available open access in the Journal of Multivariate Analysis.