Dipl.-Vw. Quant. Fabian H. C. Raters

Data scientist for computer science, finance and meta research
Research software engineer with focus on statistics and data analysis
IT and Stud.IP computer administrator for the chairs of Statistics and Econometrics
Network administrator for the chairs of Statistics and Econometrics

Financial markets: Financial assets and derivatives trading, agricultural statistics.
Time series analysis: Autoregressive processes, copula modeling, multivariate volatility models.
Meta data research: Multivariate statistics, artificial neural networks, data mining, parallelization, big data.
Software engineering: Analytical software, data acquisition and security, efficient algorithms, versioning.

Panel unit root tests for heteroskedastic panels (with H. Herwartz, S. Maxand and Y. M. Walle), The Stata Journal, 2018, 18(1), 184-196.
Copula-MGARCH with continuous covariance decomposition (with H. Herwartz), Economics Letters, 2015, 133, 73-76.

VaR in high dimensional systems (with H. Herwartz and B. Pedrinha), Härdle, W., C. Y. Chen, L. Overbeck (Eds.): Applied Quantitative Finance, 3rd Ed., Springer Verlag, 2017, 3-23.
Multivariate volatility models (with M. Fengler and H. Herwartz), Härdle, W., C. Y. Chen, L. Overbeck (Eds.): Applied Quantitative Finance, 3rd Ed., Springer Verlag, 2017, 25-37.

collateral: Reproducible, comfortable and fast processing with R (R), project page.
plaint: Plain Table Markup Language (R), project page.
xtpurt: Panel unit root tests for heteroskedastic panels (Stata), project page.

since 07/2014 Refereeing for Computional Statistics.
since 06/2014 Supporting the Biometrical Journal in replications of articles based on computations with MATLAB.

Since 2019 Introduction to MATLAB (University of Applied Sciences and Arts, HAWK, Göttingen)
2014 WT Scientific Programming (Faculty for Geoscience, Göttingen)

Institute for Statistics and Econometrics, CAU Kiel:

2015 WT Visiting researcher at the Haas School of Business, Finance Group (Host: Prof. Johan Walden, PhD), University of California, Berkeley.
Since 2012 Research associate at the Chair of Econometrics (Prof. Dr. Helmut Herwartz), Georg-August-Universität Göttingen.
2010 - 2011 Studies with full-year scholarship at the Adam Smith Business School, University of Glasgow, Scotland.
2007 - 2012 Student assistant, administrator and tutor at the Institute for Statistics and Econometrics (Prof. Dr. Herwartz and Prof. Dr. Liesenfeld), Christian-Albrechts-Universität zu Kiel.
2006 - 2012 Studies "Volkswirtschaftslehre mit Schwerpunkt Quantitative Wirtschaftsforschung" (quantitative economics, Diplom, i. e., M.Sc. equivalent) and minor subject computer science at the Christian-Albrechts-Universität zu Kiel.

Visiting Scholarship by the Haas School of Business, UC Berkeley, in 2015
Deutsche Bank-Prize 2012 for the Best Diplom Thesis ("Adapting to Global Information Flows - Forecasting Financial Market Volatility with Artificial Neural Networks", Grade: 1.0)
Erich Schneider-Prize 2012 for the Best Diplom (Grade: 1.1)