Theses
This page lists the current and finished theses at the Chair of Business and Social Statistics.
Current
Currently running theses
| Carsten Stahl | Randomization-based inference for stationary random fields: testing equality of spectral densities and testing for isotropy | Master |
| Hien Nguyen | Structural analysis of the bivariate mixed-VAR(1) process | Master |
| Alexey Omelchenko | Selective Confidence Intervals for Hybrid Tree-Based Regression Model [together with PD Dr. Moritz Berger, ZI Mannheim] | Master |
| Edwin Barthel | Subgraph Counts for Networks with Node Features | Master |
| Christian Wurtz | Structural Analysis in Matrix-Autoregressive Models | Master |
| Las Grönberg | Stock recommendation using graph neural networks and economy news data | Master |
| Yat Chun Fung | Multimodal Time-LLM: Integrating visual and temporal data for time series forecasting using large language models | Master |
| Vipul Chauhan | Comparative analysis of products perception using unsupervised machine learning and LLMs | Master |
| Nishat Tasnim Ahmed Meem | Parameter optimization for RollingLDA | Master |
| Kjell Noack | Können Zeitungsartikel in ökonometrischen Vorhersagen helfen? Eine VAR-basierte Prognose wirtschaftlicher Kennzahlen mithilfe der IPI- und UPI-Indizes | Bachelor |
Finished
Finished Theses at TU Dortmund University
| Lennard Heinrigs | Comparing Claim Reserve Estimation Methods in lnsurance - A Simulation Study [together with Prof. Dr. Markus Pauly] | Master | 2025 |
| Darwin Ngoune | Nichtparametrische Schätzung von Kovarianzmatrizen aus räumlichen Daten | Master | 2025 |
| Michael Schweitzer | On Robustifications of Portmanteau [together with Prof. Dr. Roland Fried] | Master | 2025 |
| Lukas Dienst | Short-term electricity price forecasting of continuous intraday trading using distributional neural networks | Master | 2025 |
| Larissa Sander | Prüfung und Anwendung des Small-Area-Verfahrens zur Bestimmung von regionalisierten Armutsmaßen in der amtlichen Statistik am Beispiel NRWs. (Supervision at TU Dortmund University: Josef Schäfer, Supervision at IT.NRW: Dr. Johannes Rohde) | Master | 2024 |
| Rohan Kumar Nayak | Exploration of unsupervised language-style transfer (ULST) methods | Master | 2024 |
| Darya Lukashina | Modellierung der Zielgruppe und Beliebtheit in Deutschland veröffentlichter Manga — Vergleich von Modellen auch mithilfe von Textdatenanalyse | Bachelor | 2024 |
| Mariia Hrechyn | Data preparation & training of LLMs in e-commerce settings | Master | 2024 |
| Niklas Herzog | Die Zukunft des Sportjournalismus: Einsatz von Sprachmodellen zur Erstellung von Spielberichten | Master | 2024 |
| Veronika Tsishetska | ChatGPT as a negotiator: Analyzing its adherence to principles of proportionality and equality | Master | 2024 |
| Muhammad Mahir Hasan Chowdhury | Attaching PET (-like) models to RELATIO to find causal relationships between narratives | Master | 2024 |
| Miguel Tedjouka Kankeu | Joint autoregressive modeling of real-valued and integer-valued time series data | Master | 2024 |
| Marlies Hafer | Weighted bootstrap consistency for matching estimators: detecting misspecification of the bias-correction | Master | 2024 |
| Aymane Hachcham | Diachronic Sense Modelling with Hierarchical Word Embeddings | Master | 2024 |
| Imene Kolli | Semantic shift modelling using graph neural networks | Master | 2024 |
| Lars Wilmes | Graphon Estimation | Master | 2023 |
| Jorge Alejandro Colin Paez | Comparing VAR-Based Forecasting Approaches in the Presence of Exogenous Shocks | Bachelor | 2023 |
| Christopher Gerlach | Lasso and Fusion Penalization for periodic SVARs | Master | 2023 |
| Priyanka Madiraju | Comparison of Diachronic Embeddings with Pre-trained Model Embeddings for Historical Texts | Master | 2023 |
| Jannik Bloß | Comparison of Active Learning techniques for the benefit of data set generation in the field of text mining | Bachelor | 2023 |
| Daniel Schürmann | An analysis of municipal vehicle data using classification methods and kernel density estimation [together with Diana Andrä, City of Dortmund, Dortmunder Statistik] | Master | 2023 |
| Fabian Blunck | Prediction Intervals for Generalized Random Forests [together with Prof. Dr. Christoph Hanck, UDE, Award for outstanding thesis (Master Degree), Alumni-Verein Dortmunder Statistikerinnen und Statistiker] | Master | 2022 |
| Cabrel Teguenme | AR-Sieve Bootstrap for the Random Forest and a simulation-based comparison with rangerts time series prediction [together with Prof. Dr. Markus Pauly] | Master | 2022 |
| Aylin Girona | Bootstrapping für Propensity Score Matching | Bachelor | 2022 |
| Yulia Shrub | Test data-based nowcasting of German GDP growth using newspaper data | Master | 2022 |
| Dmitri Artjuch | Prediction in Modern Distribution Grids with Renewable Energy | Master | 2022 |
| Kai-Robin Lange | Resampling strategies for unsupervised sentiment analysis using lexicon-based text embedding methods | Master | 2021 |
| Daniel Dzikowski | Periodic structural VAR analysis | Master | 2021 |
| Sven Ziegler | Prediction intervals for time series – a comparison of model-based and statistical learning techniques [together with Prof. Dr. Markus Pauly] | Master | 2021 |
| Erik Weber | Parametrisierung einer Versicherungssparte für ein internes Risikomodell am Beispiel der kraftfahrt-Haftpflicht-Sparte des Continentale-Versicherungverbunds | Bachelor | 2021 |
| Taha Abdolkarimi | Vorhersage von Aktienmärkten - ein Vergleich von Zeitreihen- und KünstlicheIntelligenz (KI)-Methoden [together with Prof. Dr. Markus Pauly] | Master | 2021 |
| Axel Preis | Untersuchung von Bootstrap-Verfahren für Quantilsautoregressionen | Master | 2020 |
| Maxime Faymonville | Bootstrap-based prediction for INAR processes | Master | 2020 |
| Carolin Wäscher | Untersuchung schwacher Instrumente bei linearer Regression mit Instrumentalvariablen | Bachelor | 2020 |
| Marlies Hafer | Vergleich von Bias-korrigierten Matching-Schätzern für den Average Treatment Effect | Bachelor | 2020 |
| Raphael Meixner | Comparing penalisation approaches for high-dimensional ARCH processes | Master | 2020 |
| Philipp Stockhaus | Vergleich der Zuverlässigkeit von Verfahren zur künstlichen Kontrollgruppenbildung mittels Krankenkassendaten | Master | 2020 |
| Guy Merlin Tchamegni | Budget Stress Test, credit Risk Roll Rate Modelling and Projection | Master | 2019 |
| Barbara Brune | On Subgraph Counts and Goodness-Of-Fit Testing for Stochastic Network Models [Preis für herausragende Abschlussarbeit (Abschlussart Master), Alumni-Verein Dortmunder Statistikerinnen und Statistiker] | Master | 2019 |
| An Viet Nguyen | Modellierung und Prognose der Bundestagswahlen mit Hilfe von VAR-Modellen kompositioneller Daten | Bachelor | 2019 |
| Fabian Erdmann | Mixed-Frequency Analyse makroökonomischer Daten mittels MIDAS | Bachelor | 2019 |
| Daniel Dzikowski | Volatilitätsanalyse von Log-Renditen mittels multivariater GARCH | Bachelor | 2019 |
| Johannes-Markus Yar | Bewertung von Modellrisiken durch Challengermodelle und –analysen - Conditional Inference Tree und Random Forest als Alternative zum klassischen Ratingverfahren | Master | 2018 |
| Philipp Hallmeier | Spektraldichteschätzung mittels bootstrapbasiertem Thresholding der Fourierkoeffizienten | Master | 2018 |
Mannheim (until 02/2018)
Finished Theses at the University of Mannheim
| Tobias Krabel | Residual Value Forecasting Using Tree-based Ensemble Methods: an Application to the Automobile Industry | Master | 2018 |
| Shaikh Tanvir Hossain | Lasso & Vector Autoregressive Models - with Applications to Dynamic Stochastic Networks | Master | 2017 |
| Marius Barckmann | On Germany's Intraday Power Market: Forecasting and Price Path Simulation | Master | 2017 |
| Felix Prenzel | A comparison of different asymmetric GARCH models for financial data | Bachelor | 2017 |
| Richard Grandpierre | Interest Revenue Forecasts for German Banks. A Dynamic Regression Tree Approach | Master | 2016 |
| Julia Steinmetz | On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms | Bachelor | 2016 |
| Lukas Müller | Backtesting and Risk Measures | Bachelor | 2016 |
| Florian Böser | Discrete Time Series Models and their Applications to Networks | Master | 2015 |
| Florian Böser | Asymptotics of empirical autocovariances and autocorrelations in weakly linear models | Bachelor | 2013 |