Portfolio item number 1
Short description of portfolio item number 1
Posts by Collection
awards
portfolio
Portfolio item number 2
Short description of portfolio item number 2
publications
Heterogeneous tail generalized COMFORT modeling via Cholesky Decomposition
Published in Journal of Multivariate Analysis, 2019
Download here
High Probability Lower Bounds for the Total Variation Distance
Published in arXiv, 2020
Download here
The Role of Time-Varying Contextual Factors in Latent Attrition Models for Customer Base Analysis
Published in Marketing Science, 2021
Download here
Distributional Random Forests: Heterogeneity Adjustment and Multivariate Distributional Regression
Published in Journal of Machine Learning Research, 2022
Download here
On the Use of Random Forest for Two-Sample Testing
Published in Computational Statistics and Data Analysis, 2022
Download here
Heterogeneous Tail Generalized Common Factor Modeling
Published in Digital Finance, 2023
Download here
Imputation Scores
Published in Annals of Applied Statistics, 2023
Download here
R-NL: Covariance Matrix Estimation for Elliptical Distributions based on Nonlinear Shrinkage
Published in IEEE Transactions on Signal Processing, 2023
Download here
Confidence and Uncertainty Assessment for Distributional Random Forests
Published in Journal of Machine Learning Research, 2023
Download here
MMD-based Variable Importance for Distributional Random Forest
Published in AISTATS, 2024
Download here
Combining the MGHyp Distribution with Nonlinear Shrinkage in Modeling Financial Asset Returns
Published in Journal of Empirical Finance, 2024
Download here
What Is a Good Imputation Under MAR Missingness
Published in HAL, 2024
Download here
Customer Base Analysis in Non-Contractual Settings: A Model of Customer Attrition, Transactions, and Spending
Published in HAL, 2024
Download here
PKLM: A flexible MCAR test using Classification
Published in Psychometrika, 2025
Download here
Parametric MMD Estimation with Missing Values: Robustness to Missingness and Data Model Misspecification
Published in arXiv, 2025
Download here
talks
Presenting ‘On the Use of Random Forest for Two-Sample Testing’
Published:
Presenting ‘Imputation Scores’
Published:
Presenting ‘Combining the MGHyp Distribution with Nonlinear Shrinkage in Modeling Financial Asset Returns’
Published:
Presenting ‘Distributional Random Forest’
Published:
Presenting ‘A Joint Model in non-Contractual Business Settings’
Published:
Presenting ‘Distributional Random Forest’
Published:
Presenting ‘Causal Distributional Random Forests’
Published:
Presenting ‘What Is a Good Imputation Under MAR Missingness’
Published:
teaching
Teaching Assistant for the Introductory Econometrics course
Bachelor course, University of Zurich, 2012
From 2012 to 2014 I was teaching assistant for the introductory Econometrics course in the fall semester, teaching and organizing the exercise classes.
Lecturer for the course Fundamental Probability for Finance
Graduate course, University of Zurich, 2017
For two fall semesters in 2017 and 2018 I taught the graduate course “Fundamental Probability for Finance” at University of Zurich. This was a 9 ECTS credit course with 4 hours per week, with the aim of introducing probability theory to students in Finance. I had the opportunity to design it from the ground up, losely based on previous slides. The script for the course is available here
Teaching Assistant for the Course Fundamentals of Mathematical Statistics
Graduate course, ETH Zurich, 2018
From 2018 to 2022 I was teaching assistant for the course Fundamentals of Mathematical Statistics in the fall semester, teaching and organizing the exercise classes as well as the exams together with other PhD students.