Mathematik

Short CV can be found here.

• Summer 2011 (TU Darmstadt): Assistance for lecture Nichtparametrische Regressionsschätzung
• Winter 2010/2011 (TU Darmstadt): Assistance for lecture Mathematische Statistik
• Summer 2010 (TU Darmstadt): Assistance for lecture
  Einführung in die Finanzmathematik

Cooperation with the "Hessisches Statistisches Landesamt"

• April, 2011: Optimal exercising of American options in discrete time via forecasting of stationary and ergodic time series, Workshop on "Optimal Stopping, Sequential Methods and Related Topics", Freiburg, Germany
• August, 2010: Weakly universally consistent estimation of a regression function from  stationary and ergodic data, 28th European Meeting of Statisticians, Piraeus, Greece.

• T. Felber, D. Jones, M. Kohler, and H. Walk. Weakly universally consistent static forecasting of stationary and ergodic time series via local averaging and least squares estimates. Submitted for publication. [pdf]
• D. Jones, M. Kohler, and H. Walk. Weakly universally consistent forecasting of stationary and ergodic time series. To appear in IEEE Transactions on Information Theory (2012). [pdf]

• D. Jones. Einsatz der Regressionsschätzung zur Tiefenrekonstruktion von monokularen Fotografien. Technische Universität Darmstadt 2010 [pdf]

• data_bachelor_theses.zipData sets for regression
• Mathematische_Statistik.zip
• Nichtparametrische_Regression.zip