Imperial College London

DrTobiasFissler

Faculty of Natural SciencesDepartment of Mathematics

Chapman Fellow
 
 
 
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Contact

 

t.fissler Website

 
 
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Location

 

527Huxley BuildingSouth Kensington Campus

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Summary

 

Summary

Tobias Fissler is a Chapman Fellow in the Statistics Section of Imperial College London. His main research area is on elicitability, that is, about reasonable choices of loss functions in the context of forecast comparison and regression. Moreover, he is also working on Ito semimartingales and Malliavin Calculus for multiple stochastic integrals.

Selected Publications

Journal Articles

Fissler T, Ziegel JF, 2016, Higher order elicitability and Osband’s principle, Annals of Statistics, Vol:44, ISSN:0090-5364, Pages:1680-1707

More Publications