Kreditrisiko (insbesondere EAD/LGD Modellierung und Assetkorrelationen)
Machine Learning im Risikomanagement
Explainable Artificial Intelligence (XAI)
Anwendung Bayesianischer Statistik
Betreuung von Abschlussarbeiten (B.Sc. und M.Sc.)
Übung zu Data Science & Machine Learning
Vorlesung zu Applied Data Science
2018 - 2022: Wissenschaftlicher Mitarbeiter am Lehrstuhl für Statistik und Risikomanagement, Universität Regensburg
2017: Auslandssemester, Università Cattolica del Sacro Cuore, Mailand
2015 - 2018: Betriebswirtschaftslehre | M.Sc. (Finanzierung und Quantitative Finanzwirtschaft), Universität Regensburg
2012 - 2015: Betriebswirtschaftslehre | B.Sc. (Finanzmanagement und –berichterstattung), Universität Regensburg
Introducing and Interpreable Deep Learning Approach to Domain-Specific Dictionary Creation: A Use Case for Conflict Prediction Forthcomming In Politcal Analysis (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
16th International Conference on Computational and Financial Econometrics (CFE) 2022, London (UK)
Global Credit Data (GCD) European Conference 2022, London (UK)
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)
Akademischer Rat
Dr. Maximilian Nagl
Gebäude RW(S), Zi. 212
Telefon 0941 943-2752
Telefax 0941 943-4936
E-Mail
Sprechstunde: Di 10 - 11
und nach Vereinbarung