معرفی
Nikolaus Hautsch is a full Professor at the Faculty of Economics, Institute of Statistics and Operations Research. His work focuses on econometrics, finance, and high-frequency data analysis.
- Research Interests: Market microstructure, volatility modeling, transaction costs, systemic risk, and machine learning applications in finance.
Publication Trends (2025–2018):
- 2025: High-dimensional portfolio optimization, dynamic systemic risk
- 2024: Blockchain asset arbitrage, DeFi, polarization metrics, jump detection
- 2023–2022: Microstructural noise, volatility forecasting, neural networks
Scientific Awards:
- Fellow of the Society for Financial Econometrics (2014)
Projects:
- Artificial Intelligence in Rowing (2022–2025)
- Vienna Graduate School of Finance (2018–2022)
- Risk management of CCPs
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