Kurt Hornik

Kurt Hornik is a Professor at the Vienna University of Economics and Business (WU), where he heads the Institute for Statistics and Mathematics and the Research Institute for Computationally Intensive Methods. He is renowned for his co-development of the R programming language, a cornerstone in statistical computing with over 15,000 extension packages. His research spans statistical data processing, machine learning, and quantitative risk management, focusing on combining ordinal ratings (e.g., credit scores) into consensus-based models.

Education:

• Technical Mathematics (PhD, 1987, Vienna University of Technology)
• Postdoctoral work in statistics and mathematics

Research Interests:
Hornik's work addresses challenges in statistical modeling of ordinal preferences, particularly in creditworthiness assessment. He developed composite likelihood methods to improve calibration of credit rating systems, which underpin key Eurosystem monetary policies. His recent publications explore hyperspherical variational autoencoders, Watson distributions, and Kummer's function bounds, reflecting his contributions to computational statistics and high-dimensional data analysis.

Scientific Awards:

• Golden Decoration of Merit for Services to the Republic of Austria (2007)

Contributions:
Hornik's research has produced widely used R packages like colors, ROI, and mvord, advancing statistical software infrastructure. He collaborates globally, with publications in journals such as Journal of Statistical Software and Annals of Applied Statistics.