Profile of Florian Schirra

Fields of Activity/Competences

• Network models and systemic risk
• Monte-Carlo methods, especially Multilevel and Markov chain
• Portfolio optimization

 

Publications

Major publications

• Schirra, F.:
  Bayesian networks for modeling defaults of interconnected firms.
  Masterthesis, Technical University Kaiserslautern, (2018).

A collection of publications by Florian Schirra in the Fraunhofer-Publica