معرفی
Prof. Aleksey Min is an Adjunct Professor at the Technical University of Munich (TUM), affiliated with the Chair of Financial Mathematics within the TUM School of Computation, Information, and Technology. He earned his doctorate from Georg August University of Göttingen in 2004 and his habilitation from TUM in 2011. His research focuses on asymptotic statistics, Bayesian statistics, multivariate time series, econometrics, and copula-based models. He has advised numerous students in Master's and Bachelor's theses, covering topics like risk management, financial modeling, and statistical inference. His work has been published in journals such as the Journal of Econometrics and International Review of Financial Analysis. He is involved in initiatives like the TUM CAIR Labs and RiskFactory, which address financial and actuarial challenges. His recent research emphasizes explainable AI in credit spread analysis and vine copula applications in sustainable finance.
Education: Tashkent State University (Uzbekistan) for mathematics, PhD from Göttingen (2004), habilitation at TUM (2011).
Research highlights include developing SCOMDY models for exchange rates, Bayesian copula selection, and analyzing recovery rates using dynamic factor models. His teaching includes courses on financial mathematics and statistical methods.
