Marlene Müller
apl. Prof. Dr.

Fraunhofer Institut für Techno- und Wirtschaftsmathematik (ITWM)
Abteilung Finanzmathematik 


mailing address:	Marlene Müller Fraunhofer ITWM Fraunhofer-Platz 1 D - 67663 Kaiserslautern Germany
e-mail:	Marlene.Muellergmx.de  or  Marlene.Muelleritwm.fraunhofer.de
Phone:	+49 631 31600 4346
Fax:	+49 631 31600 1099
WWW:	http://www.itwm.de/de/fm__employees__mueller/mueller/

CV Details

Academic Qualification and Positions:
 
• 1982 Abitur, Heinrich-Hertz Oberschule (H2O), Berlin
• 09/1982-08/1987 studies in Mathematics/Statistics at Humboldt-University Berlin
• 1987 Diploma in mathematics/statistics
• 09/1989-07/1992 scientific assistant, Institute for Stochastics, Humboldt-University Berlin
• 01/1992-07/1992 postgraduate studies at Université Montpellier II (France)
• 08/1992-12/1995 scientific assistant, Institute for Statistics and Econometrics, Humboldt-University Berlin
• 1993 Doctor rerum naturalium in Mathematics
• 02/1995-12/1995 PostDoc, CentER, Tilburg University (Netherlands)
• 01/1996-01/2003 scientific assistant (C1), Institute for Statistics and Econometrics, Humboldt-University Berlin
• 2000 Habilitation in Statistics and Econometrics
• 10/2000-07/2001 visiting professor for Mathematical Statistics, Universität Bayreuth
• 10/2001-03/2002 project at Abt. Finanzmathematik, Fraunhofer ITWM Kaiserslautern
• 04/2002-07/2002 visiting professor  for Statistics/Econometrics, Ludwig-Maximilians-Universität München
• 10/2002-03/2003 visiting professor for Empirical Economics Research, Otto-von-Guericke Universität Magdeburg
• since 01/2003 Privatdozentin (PD) and since 09/2009 adjunct professor (apl. Prof.), Humboldt-University Berlin
• since 04/2003 researcher and since 07/2006 head of department , »Financial Mathematics«, Fraunhofer ITWM Kaiserslautern

Current research fields:
• Statistical aspects of Credit Risk modeling
• Financial data analysis
  
• Generalized linear models und semiparametric extensions
• Computational statistics
  
  
Projects at Fraunhofer ITWM
• Credit Rating
• Hedge Fund Analysis
• Index Tracking
  

Publications
• Book: Härdle, W., Müller, M., Sperlich, S., Werwatz, A. (2004): Nonparametric and Semiparametric Models. Springer Series in Statistics, Springer-Verlag. 
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Talks
• A case study on using generalized additive models to fit credit rating scores. useR!2009, Rennes +  EMS2009, Toulouse, both July 2009. (PDF)
  
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Teaching
• Winter 2009/10: Non- and Semiparametric Modelling (Humboldt-Universität zu Berlin, for students: Moodle)
• Winter 2008/09: Non- and Semiparametric Modelling (Humboldt-Universität zu Berlin, for students: Moodle)
• Summer 2008: Statistik für Finanzdienstleister (Hochschule der Sparkassen-Finanzgruppe)
  
• Winter 2007/08: Statistical Aspects of Credit Rating (Humboldt-Universität zu Berlin, for students: Moodle)
• Summer 2007: Multivariate Statistical Analysis (TU Kaiserslautern)
• Winter 2006/07: Statistical Aspects of Credit Rating (Humboldt-Universität zu Berlin, for students: Moodle)
• Summer 2006: Multivariate Statistical Analysis (TU Kaiserslautern)
• Winter 2005/06: Multivariate Statistical Analysis I (Humboldt-Universität zu Berlin)
• Winter 2004/05: Non- and Semiparametric Modelling I (Humboldt-Universität zu Berlin)
• Winter 2003/04: Semiparametric Methods (Humboldt-Universität zu Berlin)