Dr. Maximilian Nagl
Research topics
- Credit Risk (EAD | LGD | Assetcorrelation)
- Machine Learning applications in finance
- Explainable Artificial Intelligence (XAI)
- Bayesian Statistics
Teaching goals
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Supervision of theses (B.Sc. and M.Sc.)
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Tutorials for Data Science & Machine Learning
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Lectures for Applied Data Science
Short biography
- since 2022: Postdoctoral Researcher (Post-Doc) at the chair of statistics and risk management, Universität Regensburg
- since 2021: Representative of the scientific staff
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2018-2022: Research assistant at the chair of statistics and risk management, Universität Regensburg
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2017: Semester abroad, Università Cattolica del Sacro Cuore, Milan
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2015 – 2018: Business administration | M.Sc. (corporate finance and quantitative finance), Universität Regensburg
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2012 – 2015: Business administration | B.Sc. (financial management and reporting), Universität Regensburg
Working Papers
Dirty Deeds Done Dirt Cheap: Introducing an Advanced Conflict Dictionary Creation (ACDC) Approach (2022)
Sonja Häffner, Martin Hofer, Maximilian Nagl and Julian Walterskirchen
The Impact of Qualitative Information on Corporate Creditworthiness (2022)
Maximilian Nagl, Johannes Raab and Daniel Rösch
Non-linearity and the distribution of market based loss rates (2022)
Matthias Nagl, Maximilian Nagl and Daniel Rösch
Does non-linearity in risk premiums vary over time? (2021)
Maximilian Nagl
Conferences
Brown Bag Seminar AFT 2022, University of Passau
14th International Risk Management Conference 2021 (Cagliari, virtual)
Finance Research Letters Annual Event 2021 (presentation & session chair)
Global Credit Data (GCD) European Conference 2021 (virtual)
14th International Conference on Computational and Financial Econometrics (CFE) 2020, London (United Kingdom, virtual)
33th Australasian Finance and Banking Conference (AFBC) 2020, Sydney (Australia, virtual)
9th International Conference on Futures and other Derivatives (ICFOD) 2020, Zhuhai (China, virtual)
FIRM Round Table Artificial Intelligence 2020, Frankfurt (Germany, virtual)
13th International Conference on Computational and Financial Econometrics (CFE) 2019, London (United Kingdom)
Global Credit Data (GCD) European Conference 2019, Vienna (Austria)
Sekretariat Roesch - 11.07.2022 10:55 
- Faculty of Business, Economics and Management Information Systems
- Department of Business Administration
Chair of Statistics and Risk Management
Research Fellow
Dr. Maximilian Nagl
Room RW(S) 212
Phone +49 941 943-2752
Fax +49 941 943-4936
E-Mail
Office hours: Tue 10-11 and by arrangement