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