M.Sc. Fabian Schmidt

• 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

Real-Time Monitoring for Stock Return Predictability in Nonstationary Volatility Environments

• Working paper
• Talks
  • Real-time monitoring for stock return predictability in nonstationary volatility environments. TRR 391 Conference. Recklinghausen, Germany (06/2026).
  • 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).
  • 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).

Factor-based IVX Predictive Regression

• Working paper
• Talks
  • Factor-based IVX predictive regression. QFFE 2025. Marseille, France (06/2025).
  • Factor-based IVX predictive regression (Flash presentation). TC 06 Workshop. Dortmund, Germany (03/2025).
  • Factor-based IVX predictive regression (Poster). 6th Vienna Workshop on High Dimensional Time Series in Macroeconomics and Finance. Wien, Austria (05/2024).
  • Factor-based IVX predictive regression. 28^th Young Scientists Workshop, Statistische Woche 2023. Dortmund, Germany (09/2023).
  • Factor-based IVX predictive regression. UA RuhrMetrics Seminar. Hagen, Germany (08/2023).

Fast Factor Extraction for Mixed Type Financial Data

• Working paper
• Talks
  • Fast Factor Extraction for Mixed Data Types. QFFE 2026. Marseille, France (06/2026).
  • Fast Factor Extraction for Mixed Data Types. 7th Vienna Workshop on High Dimensional Time Series in Macroeconomics and Finance. Vienna, Austria (05/2026).
  • Fast Factor Extraction for Mixed Data Types. Seminar on Statistics and Econometrics. Kiel, Germany (04/2026).
  • Fast Factor Extraction for Mixed Data Types. Statistische Woche 2025. Wiesbaden, Germany (09/2025).

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)