Dr. Johannes Schmidt-Hieber
Foto Dr.                       Johannes Schmidt-Hieber


Institut für Mathematische Stochastik


Goldschmidtstrasse 7
37077 Göttingen

Room:Raum 563, Gebaeude GZG: Goldschmidtstr. 3-5 (GZG)
Phone:+ 49 551 39 13508
Fax:+49 551 39 13505
Mail:schmidth@math.uni-goettingen.de
Curriculum vitae
1984 Born in Freiburg im Breisgau.
2003 -2004 Studies in Mathematics, Universität Freiburg.
2004 Abitur.
2004-2007 Studies in Mathematics, Universität Göttingen.
2005-2007 Scholarship of German National Academic Foundation (Studienstiftung des dt. Volkes).
2006-2007 Visiting Scholar at UC Davis.
2007-2010 PhD student, supervisor Prof. Dr. Axel Munk.
2007- 2008 Supported by SFB 755 "Nanoscale Photonic Imaging".
2008- 2010 Associate member of Graduate School "Identification in Mathematical Models".
2008- 2011 Supported by FOR 916 "Statistical Regularisation".
2010 Doctor in Mathematics (Doppelpromotion, summa cum laude), Institut für Mathematische Stochastik, Göttingen and Institut für mathematische Statistik und Versicherungslehre, Bern, Switzerland.
2011- 2013 DFG Research Fellowship for a two-year stay at Vrije Universiteit Amsterdam and ENSAE, Paris.
Since June 2011, I am at Vrije Uiversiteit Amsterdam. See also my homepage.
Related activities:
-Team leader and member of the jury at 16th International Mathematics Competition, Budapest 2009.
Awards:
-3rd prize at 13th International Mathematics Competition (IMC), Odessa 2006.
-3rd prize at 14th International Mathematics Competition (IMC), Blagoevgrad 2007.
-Oberwolfach Leibniz Graduate Students Grant for the Oberwolfach Workshop “Challenges in Statistical Theory: Complex Data Structures and Algorithmic Optimization”
Selected Talks:
-AIP Vienna 2009: "Minimax Estimation of the Volatility in High-Frequency Models Corrupted by Noise".
-Oberwolfach Workshop "Challenges in Statistical Theory" (together with A. Munk): "The Estimation of Different Scales in Microstructure Noise Models from a Nonparametric Regression Perspective ".
-FOR 916 meeting Bern, 2009: "The estimation of different scales in microstructure noise models from a nonparametric regression perspective ".
-Humboldt-Universität Berlin, Nov. 2009: "Nonparametric Volatility Estimation in Microstructure Noise Models."
-"Rencontres de statistiques mathematiques", Luminy 2009: "Nonparametric Volatility Estimation in Microstructure Noise Models."
-IISA-ISPS Joint Statistical Meeting, Visakhapatnam 2010: "Nonparametric Estimation of the Volatility Function in High-Frequency Models Corrupted by Noise".
-GOCPS 2010, Leipzig: " Nonparametric Volatility Estimation in Microstructure Noise Models".
-IMS 2010, Gothenburg: "Adaptive Estimation of the Instantaneous Volatility in Microstructure Noise Models".
-EMS 2010, Piraeus: "Adaptive Estimation of Volatility under Microstructure Noise".
-Fourier meets Wavelets, Karlsruhe, 2010: "Wavelet and Fourier Based Estimation of Volatility under Microstructure Noise".
-Universität Hamburg: "Nonparametric Methods for Spot Volatility Estimation under Microstructure Noise."
-Universität Heidelberg: "Nonparametric Methods for Spot Volatility Estimation under Microstructure Noise."
-CFE'10, London: "Nonparametric Spot Volatility Estimation in Microstructure Noise Models."
Publications