Information on Master's theses


To start a Master or Diploma thesis at the chair, you have to pass at least three of the following modules

  • Applied Regression [MA4401]
  • Computational Statistics [MA3402]
  • Fundamentals of Mathematical Statistics [MA5441]
  • Generalized Linear Models [MA3403]
  • Graphical Models [MA5439]
  • Quantitative Risk Management [MA5415]
  • Statistical Analysis of Copulas [MA5435]

In addition you have to pass one of the chair's Master seminars (or an equivalent achievement).


Ongoing theses

  • Kössinger, Florian: Vine Copula and mixture models based analysis of Sachs data (Claudia Czado, Özge Sahin) 
  • Li, Zichun: Comparison of clustering algorithms’ performances from univariate to multivariate data for variable selection (Claudia Czado, Özge Sahin)  
  • Das, Abhilakha: Risk Analysis and Extreme Value Modelling in Caribbean Data  - for Property Underwriting (Claudia Czado, Marija Tepegjozova)
  • Simjanoska, Tamara: D-vine regression in insurance (Claudia Czado, Marija Tepegjozova)
  • Onumadu, Ugochukwu: Modeling rental price per square meter in major German cities (Claudia Czado, Hassan Alnasser)
  • Sommer, Emanuel: Backtesting different Risk Measures Using Vine Copulas (Claudia Czado, Karoline Bax)
  • Mihatsch, Carina: Modeling Multivariate Air Pollutant Data with Bayesian Nonlinear State Space Copula Models (Claudia Czado, Ariane Hanebeck)
  • Havlíčková, Petra: Analysis of Conditional Vine Copula Distributions using Hamiltonian Monte Carlo  (Claudia Czado, Ariane Hanebeck)
  • Nettelnstroth, Jannik: Classification of non-linear GNSS jamming signals (Mathias Drton, Stephan Haug, Maik Holzhey)
  • Hochsprung, Tom: Learning sparse Gaussian graphical models with few covariance queries (Mathias Drton, Carlos Amendola Ceron)
  • Kaiser, Sebastian: Gaussian Graphical Models with Feedback Loops (Mathias Drton, Konstantin Göbler)
  • Yang, Yushu: Graphische Modellierung von Wirkzusammenhängen in Fertigungsprozessen (Mathias Drton, Konstantin Göbler)
  • Kitrilaki, Dafni: Optimal experimental design for causal discovery (Mathias Drton, Konstantin Göbler)
  • Schröder, Maresa: Reliability of Deep Learning Methods for Time Series Classification (Mathias Drton, Oleksandr Zadorozhnyi, Alireza Zamanian)
  • Waldmann, Leonard: Computational Study of Equivalence of Graphical Models with Groupwise Equal Error Variances (Mathias Drton, Roser Homs Pons)

Useful hints