Prof. Ph.D. Claudia Czado

Technische Universität München

Professur für Angewandte Mathematische Statistik (Prof. Czado)

Postadresse

Postal:
Boltzmannstr. 3
85748 Garching b. München

Dienstort

Professur für Angewandte Mathematische Statistik (Prof. Czado)

Work:
Parkring 11-13(8101)/II
85748 Garching b. München

Fotografin: Astrid Eckert (2017)

Short - CV

The research activities of Prof. Czado (b. 1959) center on the field of statistics and data science. Her focus lies on modeling complex dependencies including regression effects and time/space structures using vine copula based models. See

www.groups.ma.tum.de/en/statistics/research/vine-copula-models/

for more details and developments. These allow the construction of high dimensional multivariate distributions for data including different asymmetrical dependencies for each pair of variables. Computer-aided processes are developed/optimized for selection, estimation and adaptation to complex data structures. Applications can be found in finance and insurance as well as in engineering, earth and life sciences. A number of cooperation agreements with various international scientists and industry representatives are in place. In 2019 Prof. Czado has published a text book on analyzing dependent data with vine copulas.

After studying in Göttingen, Prof. Czado received her doctorate from Cornell University in the field of Operations Research and Industrial Engineering in 1989. She then became assistant professor and, in 1995, associate professor at York University, Toronto. In 1998, she was appointed to a professorship position in Applied Mathematical Statistics at TUM. She is the co-founder/coordinator of the “Global Challenges for Women in Math Science” young scientists program at TUM and since 1998 has held the position of (acting) women’s representative for the department. 

 

For full details of her CV, please download the pdf file: Curriculum Vitae