L*PARC Lehrbass Predicitive Analytics and Risk Consulting

Mai 8, 2019

Data Analytics

Filed under: — lehrbass @ 5:37 pm

Current Lectures:

  • Applied Business Analytics, since fall 2019. FOM University of Applied Sciences, Düsseldorf (MSc in Big Data & Business Analytics).
  • Big Data Analytics, since fall 2018. FOM University of Applied Sciences, Düsseldorf (MSc in Big Data & Business Analytics).

Selected Examples of Applied Analytics 1997-2019:

Analytical Tool             Topic                                                   Where and when published

Quantile Regression        Does promotion work?                Conference 2019, U.S.A.

Recurrent NN / MLP       How high will retail sales be?         Springer 2019

Fixed Effects Model         Do banks cook the books?                 WPg 2019

Decision Trees                 When do M&A deals fail?                   ifes WP 2019

Random Effects Model    Who comes to general assembly?      Corporate Finance 2019

Copulae                            Are supervisors too conservative?    ifes WP 2018

Convolutional NN            Did the machine learn anything?       SSRN 2018

Logit Model / MLP           Will Italy loose Investment Grade?   ifes WP 2018

DCC / SURE                      Who believes in no more bailouts?    SSRN 2018

Multiple Regression         What drives the value of bitcoins?    Corporate Finance 2018

Logit Model                       Do migrants invest differently?         Die Bank 2018

Ordered Logit                    What drives sovereign ratings?         RISIKO MANAGER 2018

Random Effects Model     What determines auditing fees?       WPg 2017

Risk Measures                   From VaR to ES: Just much ado?     RISIKO MANAGER 2017

GARCH / Backtesting      How much risk is in coal trading?    ifes WP 2016

Portfolio models               Analysis of Asset Backed Securities   Springer 2004

Jump Diffusion                 Risks of Commodity Finance               Physica 2003

Term structure models   Simple Approach to Country Risk      Springer 2000

Kohonen maps /MLP      Intraday DAX-Futures Trading         WIRTSCHAFTSINFORMATIK 1997

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