Stephan Haug

Stephan Haug is a researcher in the Department of Mathematics at the Technical University of Munich, affiliated with the School of Computation, Information and Technology. He works under the Chair of Mathematical Statistics (Prof. Drton) and has contributed to diverse fields including financial econometrics, environmental statistics, and machine learning applications.

• Current Affiliation: Technical University of Munich
• Role: Scientific Staff

His research spans statistical modeling of stochastic processes, copula structures, and time series analysis, with applications in finance, ecology, and agriculture. Publications include models for COGARCH processes, goodness-of-fit tests for copulas, and environmental impact studies on soil nitrogen dynamics.

Recent work includes analyzing agronomically relevant detection limits for nitrogen uptake in wheat (2022) and evaluating need-supportive teaching in physical education (2021). He has supervised numerous theses in areas like statistical quality evaluation, experimental design, and financial market indices.

Stephan collaborates across disciplines, combining mathematical rigor with practical applications in environmental science, transportation, and education. His methodological expertise includes extreme dependence analysis, volatility modeling, and multivariate repeated measures.

Key projects involve mixed-effect models for high-frequency data, structural analysis of copulas, and system-theoretic modeling of affective states. His work is published in journals such as Journal of Financial Econometrics, Scandinavian Journal of Statistics, and Soil Biology & Biochemistry.

• Advising: Supervised 30+ theses (2004-2022) in statistics, econometrics, and applied mathematics
• Collaborations: Frequent co-authorships with Prof. Claudia Klüppelberg, Prof. Christian Czado, and interdisciplinary researchers in environmental and social sciences