M.Sc. Fabian Schmidt
Contact
TU Dortmund University
Department of Statistics
Chair of Econometrics and Statistics
CDI Building, Room 002a
44221 Dortmund
Germany
E-mail: f.schmidtstatistik.tu-dortmundde
Tel.: +49 231 755 3127
- since 2022: Research assistant at TU Dortmund University
- since 2020: PhD student at Kiel University
- 2020-2022: Research assistant at Kiel University
- 2017-2020: M.Sc. Quantitative Finance, Kiel University
- 2014-2017: B.Sc. Economics, Kiel University
- Financial data
- Predictive regressions with unknown predictor persistence
- Predictability monitoring and prediction comparisons
- Time series data
- Factor-based IVX predictive regression. 6th Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance. Wien, Austria (05/2024).
- Monitoring the predictability of stock returns under nonstationary volatility. 17th International Conference Computation and Financial Econometrics (CFE 2023). Berlin, Germany (12/2023).
- Monitoring the predictability of stock returns under nonstationary volatility. Seminar on Statistics and Econometrics. Kiel, Germany (11/2023).
- Factor-based IVX predictive regression. 28th Young Scientists Workshop, Statistische Woche 2023. Dortmund, Germany (09/2023).
- Factor-based IVX predictive regression. UA RuhrMetrics Seminar. Hagen, Germany (08/2023).
- Monitoring the Predictability of Stock Returns under Nonstationary Volatility. Statistische Woche 2022. Münster, Germany (09/2022).
- Monitoring the Predictability of Stock Returns - The Impact of Unknown Predictor Persistence and Nonstationary Volatility. UA RuhrMetrics Seminar. Bochum, Germany (06/2022).
Econometrics
- Panel Data Econometrics (Graduate level: Dortmund, recurrent)
- Econometric Forecasting (Graduate level: Dortmund, Summer 2022)
- Econometrics I (Graduate level: Kiel, Winter 2020/21)
- Preparation course: Econometrics (Graduate level: Kiel, Winter 2020/21)
- Introduction to Econometrics (Undergraduate level: Kiel, Summer 2021)
Statistics
- Decision Theory (Graduate level: Dortmund, recurrent)
- Advanced Statistics I (Graduate level: Kiel, Winter 2020/21)
- Advanced Statistics II (Graduate level: Kiel, Summer 2021)
- Univariate Time Series Analysis (Graduate level: Kiel, Winter 2021/22)
- Methodology of Statistics I (Undergraduate level: Kiel, recurrent)
- Methodology of Statistics II (Undergraduate level: Kiel, recurrent)
Mathematics
- Mathematics for Economists I (Undergraduate level: Kiel, recurrent)
- Mathematics for Economists II (Undergraduate level: Kiel, recurrent)
Miscellaneous
- Introduction to LaTeX (Undergraduate level: Dortmund, recurrent)