معرفی
Prof. Jantje Sönksen is a Professor of Data Science and Financial Market Econometrics at Leibniz University Hannover's Faculty of Economics and Management. She holds a habilitation in econometrics and empirical financial economics from Eberhard Karls University Tübingen and has held academic roles since 2013. Her research focuses on simulation-based econometric methods, machine learning applications in asset pricing, empirical financial economics, and intermediary-based asset pricing models. She currently leads the sub-project B02 in the DFG Research Unit 5230 on Financial Markets and Frictions.
Educational Background:
- Since 07/2024: Full Professor, Leibniz University Hannover
- 05/2013–06/2024: Researcher at Eberhard Karls University Tübingen
- 05/2024: Habilitation in Ökonometrie und empirische Finanzwirtschaft
- 11/2023–12/2023: Research Fellowship at Boston University
- 08/2017: PhD in Economics, Eberhard Karls University Tübingen
- 05/2013: Master of International Economics and Finance
- 10/2011: Bachelor in International Business Administration and East Asian Studies
Research Focus: Her work bridges econometric theory with practical financial applications, particularly leveraging machine learning for asset pricing puzzles and intermediary dynamics. Recent projects include multi-task learning approaches to CAPM testing and simulation-based disaster risk modeling.
Affiliations: Member of the DFG Research Group 5230, associated with interdisciplinary research centers, and frequent presenter at global conferences like the Society for Financial Econometrics and the European Finance Association.
