Marlene Müller
Prof. Dr.

Professur für Angewandte Statistik, Berliner Hochschule für Technik


Mailing address:	Prof. Dr. Marlene Müller Berliner Hochschule für Technik FB II - Mathematik, Physik, Chemie Luxemburger Str. 10 D-13353 Berlin Germany
Email:	marlene.muellergmx.de  or  marlene.muellerbht-berlin.de
Office:	Haus Beuth, A126
Phone:	+49 30 4504 5134
WWW:	http://prof.bht-berlin.de/mmueller/

CV Details

Academic Qualification and Positions:
 
• 1982 Abitur, Heinrich-Hertz Oberschule (H2O), Berlin
• 09/1982-08/1987 studies in Mathematics/Statistics at Humboldt-University Berlin
• 1987 Diploma in Mathematics/Statistics
• 09/1989-07/1992 Scientific assistant, Institute for Stochastics, Humboldt-University Berlin
• 01/1992-07/1992 Postgraduate studies at Université Montpellier II (France)
• 08/1992-12/1995 Scientific assistant, Institute for Statistics and Econometrics, Humboldt-University Berlin
• 1993 Dr. rer. net. in Mathematical Statistics
• 02/1995-12/1995 PostDoc, CentER, Tilburg University (Netherlands)
• 01/1996-01/2003 Scientific assistant (C1), Institute for Statistics and Econometrics, Humboldt-University Berlin
• 2000 Habilitation in Statistics and Econometrics
• 10/2000-07/2001 Visiting professor for Mathematical Statistics, Universität Bayreuth
• 10/2001-03/2002 Project work at the dept. »Financial Mathematics«, Fraunhofer ITWM Kaiserslautern
• 04/2002-07/2002 Visiting professor  for Statistics/Econometrics, Ludwig-Maximilians-Universität München
• 10/2002-03/2003 Visiting professor for Empirical Economics Research, Otto-von-Guericke Universität Magdeburg
• 01/2003-08/2009 Privatdozentin (PD) and 09/2009-03/2010 Adjunct professor (apl. Prof.), Humboldt-University Berlin
• 04/2003-06/2006 Researcher and 07/2006-03/2010 Head of department »Financial Mathematics«, Fraunhofer ITWM Kaiserslautern
• since 04/2010 Professor for Applied Statistics, Berliner Hochschule für Technik
  

Current research fields:
• Statistical aspects of Credit Risk modeling
• Financial data analysis
  
• Generalized linear models und semiparametric extensions
• Computational statistics
  
  
Projects at Fraunhofer ITWM
• Credit Rating
• Hedge Fund Analysis
• Index Tracking
  

Publications
• Book: Härdle, W., Müller, M., Sperlich, S., Werwatz, A. (2004): Nonparametric and Semiparametric Models. Springer Series in Statistics, Springer-Verlag. 
• ... more ...
  
  
Talks
• A case study on using generalized additive models to fit credit rating scores. ISI 2011, Dublin, August 2011. (PDF)
• R scripts for nonparametric function estimation. Lightning talk at useR! 2011, University of Warwick, August 2011. (PDF)
  
• ... more ...
  
  
Teaching

• Winter 2009/10: Non- and Semiparametric Modelling (Humboldt-Universität zu Berlin)
• Winter 2008/09: Non- and Semiparametric Modelling (Humboldt-Universität zu Berlin)
• Summer 2008:  Statistik für Finanzdienstleister (Hochschule der Sparkassen-Finanzgruppe)
  
• Winter 2007/08: Statistical Aspects of Credit Rating (Humboldt-Universität zu Berlin)
• Summer 2007:  Multivariate Statistical Analysis (TU Kaiserslautern)
• Winter 2006/07: Statistical Aspects of Credit Rating (Humboldt-Universität zu Berlin)
• Summer 2006:  Multivariate Statistical Analysis (TU Kaiserslautern)
• Winter 2005/06: Multivariate Statistical Analysis I (Humboldt-Universität zu Berlin)
• Winter 2004/05: Non- and Semiparametric Modelling I (Humboldt-Universität zu Berlin)
• Winter 2003/04: Semiparametric Methods (Humboldt-Universität zu Berlin)