Person profile

Ao.Univ.-Prof.i.R. Dipl.-Ing. Mag.rer.nat. Dr.techn.

Wolfgang Scherrer

Phone +43 1 58801 10522

E-Mailwolfgang.scherrer@tuwien.ac.at

Assigned

E105

Business Card

Profile

Research profile (German):

Identifikation von linearen dynamischen Systemen, Faktormodelle, Subspacemethoden zur Schätzung von Zustandsraummodellen, Modellreduktionsverfahren, empirische Analyse von Energiemärkten, insbesondere Modellierung, Simulation und Prognose von Preisen und Nachfrage für elektrischer Energie

Research profile (English):

Identification of linear dynamic systems, factor models, Subspace methods for the estimation of state space models, model reduction methods, empirical analysis of energy markets, namely modeling, simulation and forecasting of prices and demand for electrical energy

Link to CV:

http://eos.tuwien.ac.at/mitarbeiterinnen/scherrer_wolfgang/

Publications:

Publications

Keywords

Keyword (German)	Keyword (English)
Zeitreihenanalyse	time series analysis
Fehler-in-Variablen Modelle	errors in variables models
Faktor Modelle	factor models
subspace identification methods	subspace identification methods
Finanzdaten	finance data
Prognose	forecasts
Energie-Märkte	energy markets

Research Focal Areas

Research focus	Research field	Keywords	Percentage
Additional Fields of Research	Mathematical Methods in Economics	Mathematical Economics, Financial Mathematics, Actuarial Mathematics, Dependence Modelling, Optimization in Risk and Ruin Theory, Credit Risk Models, Interest Rate Modelling, Transaction Costs, Risk Measures and Risk Capital Allocation, Levy Processes, Large Deviations, Extreme Value Theory, Asymptotic Methods, Econometrics, Time Series Analysis, Dynamic Macroeconomics, Population Economics, Agent Based Computational Modeling, Operations Research, Optimization, Control Systems, Dynamic Games	25
Computational Science and Engineering	Mathematical and Algorithmic Foundations	Computational PDEs, Computational Statistics, Optimization, Systems Theory and Control, Computer Algebra, Computational Geometry, Time-dependent Problems in CSE, Computational Finance, Asymptotic and Hybrid Methods	25
Additional Fields of Research	Mathematical Methods in Economics	Mathematical Economics, Financial Mathematics, Actuarial Mathematics, Dependence Modelling, Optimization in Risk and Ruin Theory, Credit Risk Models, Interest Rate Modelling, Transaction Costs, Risk Measures and Risk Capital Allocation, Levy Processes, Large Deviations, Extreme Value Theory, Asymptotic Methods, Econometrics, Time Series Analysis, Dynamic Macroeconomics, Population Economics, Agent Based Computational Modeling, Operations Research, Optimization, Control Systems, Dynamic Games	50

Faculty focus

Faculty focus	Percentage
Wirtschaftsmathematik und Stochastik	100

Area of expertise according to Statistik Austria

Code	Area of expertise (German)	Area of expertise (English)
1142	Systemtheorie	Systems theory
1145	Zeitreihenanalyse	Time series analysis
5323	Ökonometrie	Econometrics

Membership in committee

Committee	Description	Location	Function	From-To	Comment
Committees at the TU Wien	Studienkommission Universitätslehrgänge	Austria		03/2014 -

Journal participation

Title	Classification	Referenced	Function	From-To	Comment
Automatica	SCI (Science Citation Index)	Yes	Editorial board	12/2006 - 11/2012	associate ediitor

R&D Accomplishments

Description	From	Until
Other categories
IPC member and associate editor for 14th IFAC Symposium on System IdentificationMarch 29-31, 2006, Newcastle, Australia.	04/2005	03/2006
IPC member for 13th IFAC Symposium on System Identification August 27-29, 2003, Rotterdam, The Netherlands	09/2002	08/2003