Anders Rønn-Nielsen
Associate Professor
Primary research areas
Applied probability theory
Benchmarking
Machine learning in finance
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.