معرفی
Dirk Brandes is a researcher specializing in stochastic processes, with a focus on Lévy-driven models, CARMA processes, and time series analysis. His work bridges probability theory and applied mathematics, particularly in financial mathematics contexts.
- Education: PhD in Mathematics (Ulm University, 2018), MSc in Mathematics (TU Braunschweig, 2014), BSc in Mathematics (TU Braunschweig, 2012).
His research explores theoretical and computational aspects of stochastic models, including inference for renewal-sampled processes and stationarity in random recurrence equations. Recent publications align with his expertise in continuous-time modeling and Lévy noise applications.
From 2014 to 2019, he taught courses such as Financial Mathematics, Stochastics, and Statistical Learning, often incorporating seminars on advanced time series analysis and stochastic simulation.
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