Profile of Marcus Willems

Fields of Activity / Competences

  • Regime-switching models among others filtering and consistency between continuous-time and discrete-time models
  • Time series analysis and forecasting
  • Ensemble methods based on decision trees
  • Modeling and simulation of retirement products


Major Publications

  • Willems, M.:
    Quantization and Scenario Trees and their Application in Finance.
    Masterthesis, Technical University Kaiserslautern, (2021).
  • Willems, M.:
    Regime-Switching-Models in Financial Time Series.
    Bachelorthesis, Technical University Kaiserslautern, (2018).