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Professor Ralf Kellner

Professor Ralf Kellner holds the Chair of Financial Data Analytics. His work combines aspects of economics, data science and statistics. The chair's research interests lie at the intersection of these fields, with an empirical and application-oriented focus. In general, the question arises as to whether and how modern methods of statistical learning and artificial intelligence can be used to generate insights into the complex interrelationships of data-based decision-making processes that ultimately generate value.

Professor Ralf Kellner holds the Chair of Financial Data Analytics. His work combines aspects of economics, data science and statistics. The chair's research interests lie at the intersection of these fields, with an empirical and application-oriented focus. In general, the question arises as to whether and how modern methods of statistical learning and artificial intelligence can be used to generate insights into the complex interrelationships of data-based decision-making processes that ultimately generate value.

„Since the beginning of my studies, I have been interested in the extent to which data can be explained or depicted using statistical models. In economics, my focus is on financially adverse developments and the identification of extreme and systematic risks. In recent years, I have also developed a keen interest in analyzing text data. Here I evaluate in which areas of economics large amounts of text can be analyzed by modern language models, with a focus on the development of domain-specific language models."

More on his Research

How can data and models be used to explain behavior on financial markets? Professor Ralf Kellner conducts research at the University of Passau on statistical learning and artificial intelligence in financial markets. His research focuses, for example, on the question of how data and models can be used to explain behavior on financial markets.

To the publications of Professor Ralf Kellner

 

This text was machine-translated from German. 
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