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An­ders Rønn-Nielsen

Associate Professor

Subjects
Mathematics Statistics Machine learning Analysis Benchmarking Quantitative methods

Primary research areas

Ap­plied prob­ab­il­ity the­ory
I have a par­tic­u­lar in­terest in ex­treme value the­ory and spa­tial Lévy-based mod­el­ling
Bench­mark­ing
De­vel­op­ment of stat­ist­ic­al ana­lyses in ef­fi­ciency ana­lys­is. In par­tic­u­lar tests based on per­muta­tion meth­ods.
Ma­chine learn­ing in fin­ance
Fin­an­cial trans­fer learn­ing us­ing ma­chine learn­ing meth­ods

I try to ex­plain and un­der­stand ran­dom phe­nom­ena in the world us­ing math­em­at­ic­al mod­els

In a world where the volume of data is growing explosively, the ability to analyze this data in a meaningful way is becoming increasingly important. To do so, it is essential to construct relevant statistical models. These models must be sophisticated enough to capture and quantify interesting aspects of reality, yet not so complex that they become difficult to understand and explain. 

In my research, I focus on developing relevant statistical models, analyzing their probabilistic properties, and designing statistical methods based on these models. 

I hold a M.Sc. in Statistics from University of Copenhagen and a PhD in Statistics and Probability Theory from Aarhus University. 

As a lecturer, I teach courses on probability theory and statistics.  I supervise bachelor’s projects and master’s theses with a strong emphasis on statistical and probabilistic theory. 

November 2023

Extremal Clustering and Cluster Counting for Spatial Random Fields

Go to publication

August 2022

Extremes of Lévy-driven Spatial Random Fields with Regularly Varying Lévy Measure

Go to publication

Outside activities

Ex­tern­al ex­am­iner , 2014 -

I have been ex­tern­al ex­am­iner in stat­ist­ics and prob­ab­il­ity at Dan­ish uni­ver­sit­ies since 2014.