Numerous researchers from the Department were honored by the Rector's Office for their dedication and research achievements over the past year. The department's awarded achievements can be found below and in the brochure WU Awards 2022.

WU awards bonuses to its researchers for publications in internationally renowned journals and other outstanding academic achievements.

• Feinstein, Zachary, Rudloff, Birgit, 2021, Scalar multivariate risk measures with a single eligible asset., Mathematics of Operations Research.

• Feinstein, Zachary, Rudloff, Birgit, 2021, Time consistency for scalar multivariate risk measures., Statistics and Risk Modeling.

• Feinstein, Zachary, Rudloff, Birgit, Zhang, Jianfeng, 2021, Dynamic Set Values for Nonzero Sum Games with Multiple Equilibriums., Mathematics of Operations Research.

• Fissler, Tobias, Ziegel, Johanna F, 2019, Supplement to “Erratum: Higher Order Elicitability and Osband’s Principle”

• Schwendinger, Florian, Grün, Bettina, Hornik, Kurt, 2021, A comparison of optimization solvers for log binomial regression including conic programming., Computational Statistics. 36 (3), 1721–1754.

• Fissler, Tobias, Frongillo, Rafael, Hlavinova, Jana, Rudloff, Birgit, 2021, Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals., Electronic Journal of Statistics. 15 (1), 1034–1084.

• Kovacova, Gabriela, Rudloff, Birgit, 2021, Convex Projection and Convex Vector Optimization., Journal of Global Optimization.

• Grün, Bettina, Hofmarcher, Paul, 2021, Identifying Groups of Determinants in Bayesian Model Averaging Using Dirichlet Process Clustering., Scandinavian Journal of Statistics. 48 (3), 1018–1045.

• Heinrich-Mertsching, Claudio, Fissler, Tobias, 2021, Is the mode elicitable relative to unimodal distributions?, Biometrika.

• Fissler, Tobias, Ziegel, Johanna F, 2021, On the elicitability of range value at risk., Statistics and Risk Modeling. 38 (1–2), 25–46.

• Hosszejni, Darjus, Kastner, Gregor, 2021, Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol., Journal of Statistical Software. 100 (12), 1–34.

• Knaus, Peter, Bitto-Nemling, Angela, Cadonna, Annalisa, Frühwirth-Schnatter, Sylvia, 2021, Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP., Journal of Statistical Software. 100 (13)

• Colaneri, Katia, Frey, Rüdiger, 2021, Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds., Insurance: Mathematics and Economics. 101 498–507.

• Frühwirth-Schnatter, Sylvia, Malsiner-Walli, Gertraud, Grün, Bettina, 2021, Generalized Mixtures of Finite Mixtures and Telescoping Sampling., Bayesian Analysis. 16 (4), 1279–1307.

• Vana Gür, Laura, Hornik, Kurt, 2021, Dynamic modelling of corporate credit ratings and defaults., Statistical Modelling.

• Sablica, Lukas, Hornik, Kurt, 2021, On bounds for Kummer’s function ratio., Mathematics of Computation.

These research project carried out by WU researchers have been awarded third-party funding after undergoing rigorous international peer review.

• Shrinking and Regularizing Finite Mixture Models
  Austrian Science Fund (FWF)
  Sylvia Frühwirth-Schnatter

Congratulation!