M.Sc. Sven Pappert

• since July 2020: Research Associate and Doctoral Student
• 2018-2020: Research Assistant at the Chair for Physics of Hadrons and Nuclei, Ruhr University Bochum
• 2014-2020: B.Sc. and M.Sc. in Physics with focus on theoretical Physics, Ruhr University Bochum
  Master Thesis: Perturbative Calculation of the Fluctuation Determinant in Burgers Turbulence

• Time Series Analysis (SoSe 2024)
• Stochastische Prozesse (WiSe 2023/24)
• Asymptotic Theory (WiSe 2023/24)
• Case Studies (SoSe 2023)
• Asymptotic Theory (WiSe 2022/23)
• Statistical Theory (WiSe 2022/23)
• Time Series Analysis (SoSe 2022)
• Schätzen und Testen I (WiSe 2021/22)
• Wahrscheinlichkeitsrechnung (SoSe 2021)
• Introductory Case Studies (WiSe 2020/21)

Publications:

• Berrisch, J., Pappert , S., Ziel, F. and Arsova, A. (2023). Modeling volatility and dependence of European carbon and energy prices. Finance Research Letters Volume 52. Link, Preprint.
• Pappert , S. and Arsova, A. (2022). Forecasting Natural Gas Prices with Spatio-Temporal Copula-Based Time Series Models. International Conference on Time Series and Forecasting (pp. 221-236). Cham: Springer Nature Switzerland. Link, Preprint.

Preprints und Working Paper:

• Pappert, S.: Moving Aggregate Modified Autoregressive Copula-Based Time Series Models (MAGMAR-Copulas) Without Markov Restriction. arXiv preprint arXiv:2402.01491. Preprint.

• "Neural Network Assisted Probabilistic Forecast Reconciliation" DoDaS-Nachwuchskolloquium (2024), Dortmund.
• "Moving Aggregate modified Autoregressive Copula-Based Time Series without Markov Restriction". Doctoral Student Colloquium (2023), Dortmund.
• " Modeling volatility and dependence of European carbon and energy prices" Statistical Week (2023), Dortmund.
• "Introducing a Moving Aggregate to Copula-based Time Series Models to Allow for Infinite Autoregressive order" Young Scienties Workshop from the Statistical Week (2023), Dortmund.
• "Moving Aggregate Modified Autoregressive Copula-Based Time Series Models (MAGMAR-copulas)" 18. Doktorand:innentreffen der Stochastik (2023), Heidelberg.
• "Introducing a Moving Aggregate to Copula-based Time Series Models to allow for Infinite Autoregressive Order" European Meeting of Statisticians (2023), Warsaw.
• "Forecasting natural gas prices with spatiotemporal copula-based time series models", International Conference on Computational and Financial Econometrics (2022), London.
• "Modeling Volatility and Dependence of European Carbon and Energy Prices", International Ruhr Energy Conference (2022), Essen.
• "Forecasting Natural Gas Prices with Spatio-Temporal Copulas", International conference on Time Series and Forecasting (2022), Gran Canaria.
• "Modeling Volatility and Dependence of European Carbon and Energy Prices", Workshop on Carbon Finance (2022), Hagen (virtual).
• "Modeling and Forecasting Gas Prices with Copula Models", UA RuhrMetrics Seminar (2022), Essen (virtual).
• "Modellierung und Vorhersage von Gas Preisen mit Copula-Modellen",  Doctoral Student Colloquium (2021), Dortmund.