Roland Langrock

Statistics and Data Analysis Group
Department of Business Administration and Economics
Bielefeld University
Universitätsstraße 25, 33615 Bielefeld, Germany

Phone: +49 (0) 521 106 4879

News About me Research Teaching

  • January 2019 – We have another new preprint, in which we develop a flexible maximum penalized likelihood approach for fitting HMMs to time series of counts

  • December 2018 – In a new preprint, we discuss distributional regression methods for cost-optimal demand forecasting in e-grocery

  • November 2018 – I gave a talk in the interdisciplinary statistics seminar series of the Universities of Marburg and Gießen

  • September 2018 – In a new preprint, we investigate whether highly-skilled individuals really do choke under pressure (and apparently they don't – at least not in darts)

  • September 2017 – We gave a 4-day workshop on hidden Markov models at Bielefeld University, and I gave another 1-day workshop, again on HMMs, as part of a meeting of the British Ecological Society in High Wycombe, UK

  • August 2018 – Paper accepted at Statistical Modelling on match-fixing warning systems in football

  • May 2018 – Paper accepted at Movement Ecology on foraging strategies of reef sharks

  • May 2018 – I am now a member of the Research Centre for Mathematical Modelling (FSPM2) at Bielefeld University

  • March 2018 – In a new preprint, we investigate a potential hot hand effect in darts

  • January 2018 – Paper accepted at Statistica Neerlandica on nonparametric inference in general state-switching models

  • January 2018 – I gave a talk in the FSPM2 colloquium at Bielefeld University – here are my slides

  • December 2017 – I gave a keynote presentation at moving2gather in Montpellier

  • December 2017 – Paper accepted at Quantitative Finance on using Markov-switching GAMs for forecasting operational losses in banking

  • December 2017 – I gave a talk in the stats seminar at the Helmut Schmidt University in Hamburg

  • November 2017 – I am a principal investigator within the new Bielefeld/Münster Collaborative Research Centre ("Sonderforschungsbereich") SFB-TRR 212

  • November 2017 – I gave a career talk at the University of Göttingen – here are my slides

  • October 2017 – I was a guest editor for an AStA Advances in Statistical Analysis special issue on ecological statistics — an overview of the contributions can be found here

  • October 2017 – In the latest issue of the university magazine H1, my academic career is used as an example to describe how to become a professor (see pages 16/17)

  • September 2017 – I took part in the Summer School on Modern Topics in Time Series Analysis held at the TU Dortmund, lecturing on HMMs

  • September 2017 – Three reviews of our HMM book have recently been published in the Journal of Time Series Analysis, in the Journal of Statistical Software and in JABES, respectively

  • September 2017 – I gave a seminar at the Oxford-Man Institute of Quantitative Finance (slides)

  • August 2017 – I was a guest editor for a JABES special issue on animal movement modelling, the papers of which are now all online — an overview of the contributions can be found here

  • August 2017 – I gave a workshop on hidden Markov models at the University of St Andrews — two very intense and fun days!


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