Profil Dr. habil. Johannes Leitner


  • Machine Learning, sowohl supervised als auch unsupervised
  • Analyse und Prognose von Zeitreihen
  • Nicht-lineare Regressionsmodelle
  • Kreditrisikomessung und –modellierung




  • Leitner, J.:
    Convex Pricing by a Generalized Entropy Penalty.
    The Annals of Applied Probability, Vol. 18 (2), 620-631, (2008).
  • Leitner, J.:
    Fair (intra-bank transfer) prices for credits with stochastic recovery.
    Annals of Finance, Vol. 4 (2), 243-253, (2008).
  • Leitner, J.:
    Risk-adjusted Value Allocation for (non-traded) Assets with Performance Ratios.
    Proceedings 28th European Photovoltaic Solar Energy Conference and Exhibition  EU Quantitative Finance, Vol. 8 (1), 93-102, (2008).

Sammlung der Publikationen von Johannes Leitner in der Fraunhofer-Publica