To content
Department of Statistics
Doctoral Student

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. 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)
  • Econometric Methods (Graduate level: Kiel, Winter 2020/21)
  • Preparation course: Econometrics (Graduate level: Kiel, Winter 2020/21)
  • Introduction to Econometrics (Undergraduate level: Kiel, Summer 2021)

Statistics

  • Statistical Theory (Graduate level: Dortmund, recurrent)
  • Decision Theory  (Graduate level: Dortmund Summer 2023)
  • Inferential Statistics (Graduate level: Kiel, Summer 2021)
  • Probability Calculus (Graduate level: Kiel, Winter 2020/21)
  • 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, Summer 2023)