M.Sc. Fabian Schmidt

• seit 2022: Wissenschaftlicher Mitarbeiter an der TU Dortmund
• seit 2020: Promovierender an der Christian-Albrechts-Universität zu Kiel
• 2020-2022: Wissenschaftlicher Mitarbeiter an der Christian-Albrechts-Universität zu Kiel
• 2017-2020: M.Sc. Quantitative Finance, Christian-Albrechts-Universität zu Kiel
• 2014-2017: B.Sc. Volkswirtschaftslehre, Christian-Albrechts-Universität zu Kiel

• Finanzdaten
• Prognoseregressionen mit Prädiktoren unbekannter Persistenz
• Predictability monitoring und Prognosevergleiche
• Zeitreihendaten

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

• Working paper
• Vorträge
  • 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
• Vorträge
  • Factor-based IVX predictive regression. QFFE 2025. Marseille, France (06/2025).
  • Factor-based IVX predictive regression (Kurzvortrag). 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
• Vorträge
  • 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).

Ökonometrie

• Panel Data Econometrics (Graduate level: Dortmund, wiederkehrend)
• Econometric Forecasting (Graduate level: Dortmund, SoSe 2022)
• Econometrics I (Graduate level: Kiel, WiSe 2020/21)
• Preparation course: Econometrics (Graduate level: Kiel, WiSe 2020/21)
• Einführung in die Ökonometrie (Undergraduate level: Kiel, SoSe 2021)

Statistik

• Decision Theory (Graduate level: Dortmund, wiederkehrend)
• Entscheidungstheorie (Graduate level: Dortmund SoSe 2023)
• Advanced Statistics I (Graduate level: Kiel, WiSe 2020/21)
• Advanced Statistics II (Graduate level: Kiel, SoSe 2021)
• Univariate Time Series Analysis (Graduate level: Kiel, WiSe 2021/22)
• Methodenlehre der Statistik I (Undergraduate level: Kiel, wiederkehrend)
• Methodenlehre der Statistik II (Undergraduate level: Kiel, wiederkehrend)

Mathematik

• Mathematik für Wirtschaftswissenschaftler/innen I (Undergraduate level: Kiel, wiederkehrend)
• Mathematik für Wirtschaftswissenschaftler/innen II (Undergraduate level: Kiel, wiederkehrend)

Verschiedenes

• Einführung in LaTeX (Undergraduate level: Dortmund, wiederkehrend)