| Dr. Johannes Schmidt-Hieber | |||||||||||
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| Dr. Johannes Schmidt-Hieber | |||||||||||
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| Curriculum vitae |
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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 |