Curriculum Vitae of Harald Schmidbauer
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Personal Data
Address
Molla Bayırı Sokak No: 24, Oba Apt.,
Gümüşsuyu, Istanbul, Turkey
e-mail
[email protected]
Date of Birth
November 21, 1961
Place of Birth
Frankfurt/Main, Federal Republic of Germany
Religion
Roman Catholic
Marital Status
Unmarried
Nationality
German
Educational Background
May 1989
Ludwig-Maximilians-Universität München
PhD in Statistics (Dr.oec.publ.); PhD thesis title:
A Point-Process Model of Demographic Populations and Flows
Field of Specialization: Econometrics
1987
scholarship at École des Hautes Études Sociales, Paris
1980 – 1985
Ludwig-Maximilians-Universität München
Degree: Diplom-Statistiker (MA in Statistics)
Fields of Specialization: Mathematics and Econometrics
1977 – 1980
European School in Luxembourg,
obtaining higher school leaving certificate
(qualifying for admission to university)
1972 – 1977
Grammar School in Marktredwitz, Germany
1968 – 1972
Primary School in Poppenreuth, Germany
Professional Background
April 2009
2000 to date
Guest Lecturer at Shanxi University of Finance and Economics,
Taiyuan, Shanxi Province, China
İstanbul Bilgi Üniversitesi (Assoc. Prof.)
Faculty of Administrative Sciences and Economics
Consulting projects (mainly banking, insurance, and automobile industries).
1998 to 2000
Yeditepe Üniversitesi Istanbul
Faculty of Administrative Sciences and Economics
1996 – 1998
Marmara Üniversitesi Istanbul
German Department of Business Administration
and Business Information Systems
1996
Habilitation (Dr.phil.habil.; qualification for professorship)
Title of habilitation thesis:
Stochastic Models of Unreliable Production Systems
1985 – 1996
Ludwig-Maximilians-Universität München
Assistant at the Seminar für Angewandte Stochastik
(Seminar of Applied Stochastics)
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IV.
Languages
German
English
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VI.
(native speaker)
(fluent in speaking and writing)
Basic knowledge in several other languages.
Special Knowledge in Software
Advanced in
R (R-project, de-facto standard language for statistical analysis), C, LATEX, Linux.
I generelly prefer software under the GNU General Public License.
Hobbies
European Classical Music; Photography
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Recent Publications
• Schmidbauer, H., Rösch, A.: OPEC News Announcements and Oil Price Volatility. In: The International Institute of Forecasters (ed.): Proceedings of the 29th International Symposium on Forecasting
ISF2009. ISSN: 1997-4124.
• Rösch, A.:Schmidbauer, H.: Action Selection in Customer Value Optimization: An Approach based
on covariate-dependent Markov Decision Processes. In: Robert Stahlbock, Sven F. Crone, Stefan
Lessmann (eds.), Proceedings of the 2009 International Conference on Data Mining DMIN’09, Las
Vegas. ISBN: 1-60132-099-X.
• Gençer, M., Özel, B., Schmidbauer, H., Tunalıoğlu, V.S.: Free & open software, human development
and public policy making: international comparison. In: Özel, Bülent et al. (eds.): Towards Open
Software Adoption. OSS 2006 tossad workshop proceedings.
• Erdoğan, O., Schmidbauer, H.: Investors’ Selection between two financial markets: a conditional
correlation approach. ISE Review 8 (2005), 1–18.
• Schmidbauer, H., Rösch, A.: Joint threshold exceedances of stock index returns in bull and bear
periods. Central European Journal of Operations Research 12 (2004), 197–210.
Recent Contributions to Conferences
• Currency Carry Trading With MGARCH-Based Carry-To-Risk Portfolio Optimization (with Angi
Rösch, Tolga Sezer, and Vehbi Sinan Tunalıoğlu). Paper presented at the 30th International Symposium on Forecasting, San Diego, June 20–23, 2010.
• Monetary Authorities and Exchange Rate Volatility: Turkey and Other Cases (with Ece Demirel).
Paper presented at EcoMod2010, International Conference on Policy Modeling, Istanbul, July 07–10,
2010.
• Forecasting Monthly Tourist Arrivals To Turkey (with Filiz Arslan). Paper presented at the 6th
International Conference on Tourism, Athens, July 01–04, 2010.
• OPEC News Announcements and Oil Price Volatility (with Angi Rösch). Paper presented at the 29th
International Symposium on Forecasting, Hong Kong, June 21–24, 2009.
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• Action Selection in Customer Value Optimization: Covariate-Dependent Markov Decision Processes
(with Angi Rösch). Paper presented at WORLDCOMP 2009, Las Vegas, July 13–16, 2009.
• Crude Oil and Oil-Related Turkish Company Stocks: A Volatility Analysis (with Eren Kalaycıoŭlu).
Paper presented at EcoMod2008, International Conference on Policy Modeling, Berlin, July 02–04,
2008.
• International dependence of Chinese stock markets: A forecasting perspective (with Angi Rösch).
Paper presented at the 28th International Symposium on Forecasting, Nice, June 23–25, 2008.
• Portfolio Construction with Asymmetric MGARCH Models: A Comparison of Methods. Paper presented at the 27th International Symposium on Forecasting (with Vehbi Sinan Tunalıoğlu), New York
City, June 24–27, 2007.
• Public Policies in the Software Market: Regional Issues Concerning Open Source Software. Paper
presented at EcoMod2007, International Conference on Policy Modeling, São Paulo, July 11–13, 2007.
• Extreme returns and contagion in Chinese and European equity markets. Paper presented at EcoMod2006, International Conference on Policy Modeling (with Angi Rösch), Hong Kong, China, June
28–30, 2006
• MGARCH: A package for the analysis of multivariate garch models. Paper presented at the R User
Conference 2006 (with Vehbi Sinan Tunalıoğlu), Vienna, Austria, June 15–17, 2006.
• Forecasting joint volatilities: crude oil market and the stock market. Paper presented at the 26th
International Symposium on Forecasting, Santander, Spain, June 11–14, 2006.
• Volatility of tourism demand in Turkey: a multivariate approach. Paper presented at EcoMod2005,
International Conference on Policy Modeling (with Arzu Bayer), Istanbul, Turkey, June 28–30, 2006.
• Volatility transmission between the crude oil market and the stock market. Paper presented at the
25th International Symposium on Forecasting, San Antonio, USA, June 12–15, 2005.
• The dependency of extreme returns on stock indices across borders in bull and bear periods. Paper
presented at EcoMod2004, International Conference on Policy Modeling (with Angi Rösch), Paris,
France, June 30–July 02, 2004.
• News impact in bivariate GARCH models. Paper presented at the 24th International Symposium on
Forecasting, Sydney, Australia, July 05–07, 2004.
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