Univ.-Prof. Dipl. Ing. Dr. Johannes Moritz Jirak

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Professorship for Statistics and Stochastic Optimization at the Faculty of Business Administration and Economics

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Curriculum Vitae:

born 1982 in Linz
2002-2007 Studies (Technical Mathematics) at the Technical University of Graz
2005-2006 Studies (Master 2 Recherche Probabilité et Statistiques), M.S. in Mathematics, Université de Provence Aix-Marseille, France'
2007-2011 Doctorate at the TU Graz
2011-2012 Austrian Financial Market Authority, Vienna
2012-2016 Postdoc, Humboldt University of Berlin
2015 Visiting researcher at the Stevanovich Center for Financial Mathematics, Chicago
2016 Call to the Technical University of Braunschweig, accepted
2018 Call to the University of Aarhus, declined
since April 2020 Professor of Statistics and Stochastic Optimization at the Institute for Statistics and Operations Research at the University of Vienna


Research areas:

* High-dimensional data and processes
* High-frequency analysis of processes
* Mathematical statistics
* Time series analysis and dynamic systems