Statistics and Data Analysis Group
Rouven Michels (M.Sc.)
Research associate (PhD student)
Room: V9-126
Phone: +49 521 106-5103
E-mail: r.michels@uni-bielefeld.de
Short CV
- Since 10/2020: PhD student in the Statistics and Data Analysis Group
- 05/2019-09/2020: Associate at KPMG (Corporate Governance Services – Risk Management)
- 10/2013-02/2019: Studies of Mathematical Economics (B.Sc. & M.Sc.) at Bielefeld University
Publications
- Bajons, R., Koslik, J.-O., Michels, R., Ötting, M. (2024)
"PEP: a tackle value measuring the prevention of expected points"
arXiv:2407.08508 - Michels, R., Koslik, J.-O. (2023)
"On the combination of data smoothing and Markov-switching models"
Journal of the Royal Statistical Society – Series C, in press - Ötting, M., Michels, R., Langrock, R., Deutscher, C. (2023)
"Demand for live betting — An analysis using state-space models"
Applied Stochastic Models in Business and Industry, in press - Adam, T., Ötting, M., Michels, R. (2023)
"Markov-switching decision trees"
AStA Advances in Statistical Analysis, in press - Oelschläger, L., Adam, T., Michels, R. (2023)
"fHMM: hidden Markov models for financial time series in R"
Journal of Statistical Software, in press - Michels, R., Ötting, M., Langrock, R. (2023)
"Bettors' reaction to match dynamics: Evidence from in-game betting"
European Journal of Operational Research, in press
Preprints
- Koslik, J.-O., Feldmann, C.C., Mews, S., Michels, R., Langrock, R. (2023)
"Inference on the state process of periodically inhomogeneous hidden Markov models for animal behaviour"
arXiv:2312.14583 - Michels, R., Langrock, R. (2023)
"Nonparametric estimation of multivariate hidden Markov models using tensor-product B-splines"
arXiv, 2302.06510 - Michels, R., Ötting, M., Karlis, D. (2023)
"Extending the Dixon and Coles model: an application to women's football data"
arXiv:2307.02139
Talks
- "Modelling women’s football scores", RSS Prediction Competition (held online), July, 2023
- "Modelling women's football scores", 10th MathSport International, Budapest, Hungary, June 2023
- "Using tensor product B-splines for nonparametric inference in multivariate hidden Markov models", IMS International Conference on Statistics and Data Science, Florence, Italy, December 2022
- "Extending the Dixon and Coles model: an application to women’s football data", Workshop of the Centre for Statistics, Bielefeld, November 2022
- "Do bettors value actions on the pitch?", 9th MathSport International, Reading, UK, July 2022
- "Using tensor product B-splines for nonparametric inference in multivariate hidden Markov models", DAGStat, Hamburg, March 2022
- "Using tensor product B-splines for nonparametric inference in multivariate hidden Markov models", Workshop of the Centre for Statistics, Bielefeld, March 2022
- "Patterns of betting behaviour for news in live betting markets", 12th ESEA Conference on Sport Economics (held online), August 2021
- "Using state-space models for investigating time-varying team strengths in a live betting market", 9th Young Researchers Workshop of the Centre for Statistics, Bielefeld, July 2021
- "Investigating drivers of stakes in a football live betting market", 8th MathSport International (held online), Reading, UK, June 2021 (video available at https://youtu.be/G5Rzxffj4_M)
- "The Reaction to News in Live Betting", Statistics Seminar Series (held online), Bielefeld, April 2021