Kontakt
Seminar für Finanzökonometrie
Ludwigstr. 33/I
80539 München
Ludwigstr. 33/I
80539 München
Raum:
A 152
Telefon:
+49 89 2180 3522
Fax:
+49 89 2180 5044
E-Mail:
dennis.mao@stat.uni-muenchen.de
Sprechstunde:
nach Vereinbarung
Research Interest
- Time Series Analysis
- Quantitative Risk Management
- Machine Learning Methods for Finance
Teaching
As teaching assistent:
| WiSe 23/24 | Causal Inference |
| WiSe 21/22 | Wahrscheinlichkeitstheorie und Inferenz I |
| SoSe 2022 | Wahrscheinlichkeitstheoretische Grundlagen der Statistik |
| WiSe 19/20 | Financial Econometrics: Portfolio Analysis |
| SoSe 2019, 2020, 2021, 2022, 2023, 2024 | Univariate Time Series Analysis |
| SoSe 2019, 2020, 2021 | Multivariate Time Series Analysis |
| SoSe 2023 | Statistik I & II für Studierende der Wirtschaftswissenschaften |
As lecturer:
| WiSe 20/21 SoSe 2022 | Introduction to Python For Finance |
| WiSe 20/21 21/22 24/25 | Finanzökonometrisches Seminar für MA-Studierende |
| WiSe 19/20 21/22 | Finanzökonometrisches Seminar für BA-Studierende |
Thesis supervision:
| WiSe 23/24 | Stochastic Volatility with Machine Learning Methods: GARCH to GARCHNet |
| WiSe 23/24 | Predictive Modeling of Asset Returns: Incorporating News Analytics Data for Enhanced Financial Forecasting |
| WiSe 22/23 | Extreme Value Theory in Risk Modeling (BA-Thesis) |
| WiSe 22/23 | Non-Parametric Estimation of Range Value at Risk (BA-Thesis) |
| SoSe 21 | Machine Learning Methods for Portfolio Optimization and Stock Selection (MA-Thesis) |
| SoSe 21 | On Value at Risk Prediction Using Quantile Regression Methods (BA-Thesis) |
| WiSe 20/21 | Dynamic Factor Models: An Analysis of Germany’s Industrial Production (MA-Thesis) |
| SoSe 20 | Portfolio Selection with Principle Component Analysis and Deep Auto-Encoder (BA-Thesis) |
| SoSe 20 | Anwendung des CMI-Modells auf die Heubeck Rechnungsgrundlagen in Deutschland (BA-Thesis) |
| SoSe 20 | Discrete-Time Markov Chains - On the Transition from Countable to Continuous State Spaces (BA-Thesis) |
| WiSe 19/20 | On the Error Distributions of GARCH Models (BA-Thesis) |
| WiSe 19/20 | On Portfolio Optimization - The Black-Litterman Model (BA-Thesis) |
| SoSe 19 | A Comparison of Risk Measurement Methods and Further Modelling Approaches (MA-Thesis) |
| SoSe 19 | Modern Approach to Dynamic Portfolio Optimization (MA-Thesis) |
| SoSe 19 | Machine Learning Methods for Stock Price Prediction (BA-Thesis) |