معرفی
Nicolai Siim Larsen is an Assistant Professor (Tenure track) in the Department of Applied Mathematics and Computer Science at the Technical University of Denmark (DTU), specializing in statistical modeling with applications in finance and healthcare analytics. His work bridges theoretical statistics and real-world data challenges.
- Education: Ph.D. in Stochastic Financial Models based on Matrix-Analytic Methods, Technical University of Denmark (2022)
Dr. Larsen's research centers on multivariate phase-type distributions and matrix-analytic methods, with significant contributions to financial risk modeling and healthcare analytics. His expertise spans survival analysis, sensor data processing, and price optimization frameworks, addressing complex stochastic phenomena in insurance and disease progression monitoring.
Analysis of his publications reveals a cohesive focus on advancing numerical computational methods for multivariate data structures. His 2022 Ph.D. thesis established foundations for joint density functions and infinitely divisible distributions, with subsequent work directly applied to commercial pricing strategies and edema patient monitoring systems.
- Statistical analysis and price optimisation of DJ rental services (2022)
- AI Denmark: Monitoring disease progression in Oedema patients (2022)
- KomDigital: Optimal pricing strategies for price monitoring (2022)
- Stochastic Financial Models based on Matrix-Analytic Methods (PhD project 2018-2023)
He actively contributes to academic service as an internal examiner for Statistical Genetics (2025) and instructor for R-based data science workshops, demonstrating commitment to both research leadership and pedagogical development within DTU's Statistics and Data Analysis section.
