Jonathan Ansari
After completing his doctorate in mathematics, Dr. Jonathan Ansari specialised in dependency modelling, risk analysis and financial mathematics and researched and taught in the field of quantitative finance at the University of Freiburg. At PLUS, he is working on the FWF project ReDim on the quantification of dependencies via dimension reduction.
Jonathan Ansari
Position: Postdoc position: (ReDim/NetPro)
E-Mail: jonathan.ansari@plus.ac.at
Datum Beginn: 01.10.2022
Datum Ende: 30.09.2025
Publikationen
- P. Langthaler, J. Ansari, S. Fuchs, W. Trutschnig: Constructing measures of dependence via sensitivity of conditional distributions. (2024) https://doi.org/ https://doi.org/10.1007/978-3-031-65993-5_28
- J. Ansari, S. Fuchs, W. Trutschnig, et al: Combining, Modelling and Analyzing Imprecision, Randomness and Dependence. (2024) https://doi.org/https://doi.org/10.1007/978-3-031-65993-5
- J. Ansari, E. Lütkebohmert, M. Rockel: An Empirical Study on New Model-Free Multi-output Variable Selection Methods. (2024) https://doi.org/https://doi.org/10.1007/978-3-031-65993-5_2
- J. Ansari, M. Rockel: Dependence properties of bivariate copula families. (2024) https://doi.org/https://doi.org/10.1515/demo-2024-0002
- J. Ansari, E. Lütkebohmert, A. Neufeld, J. Sester : Improved robust price bounds for multi-asset derivatives under market-implied dependence information. (2024) https://doi.org/https://doi.org/10.1007/s00780-024-00539-z
- J. Ansari, L. Rüschendorf: Supermodular and directionally convex comparison results for general factor models. (2024) https://doi.org/ https://doi.org/10.1016/j.jmva.2023.105264
- J. Ansari, T. Shushi, S. Vanduffel: Up- and down-correlations in normal variance mixture models. (2024) https://doi.org/ https://doi.org/10.1016/j.spl.2023.109949