Sebastian Heiden

Sebastian Heiden is a Researcher at the Chair of Statistics and Data Science within the Faculty of Business and Economics at the University of Augsburg. He has been part of the chair since June 2008.

• Specialized in nonlinear time series modeling and investor sentiment analysis
• Expertise in volatility forecasting and portfolio optimization
• Active in empirical capital market research since 2009

Academic Background:

• Doctorate in economics (Dr. rer. pol.) from University of Augsburg (2013)
• MSc in économie d'entreprise from Université de Rennes 1 (2005)
• BSc in business administration (German-French Management) from University of Augsburg (2008)

Research Trends: Sebastian's publications (2009-2023) focus on behavioral finance, particularly how football match results, local investor sentiment, and cryptocurrency data impact financial markets. His methodological work emphasizes Markov-switching models and volatility forecasting techniques. Recent research expands to NFT valuations and cryptocurrency analytics.

Teaching: Currently teaching courses on Data Science, Decision Science, Artificial Intelligence, and Risk Management for the 2023/2024 academic year.