Jürgen Franke (mathematician)

Jürgen Franke or Jürgen E. Franke (* 1952 ) is a German mathematician , professor for applied mathematical statistics at the Technical University of Kaiserslautern and scientific advisor to the Fraunhofer Institute for Industrial Mathematics in Kaiserslautern . In addition to his scientific career, Franke works as a game designer. Under the name Jürgen E. Franke, he has published rules and adventures for the role-playing game Midgard since 1981 . He lives in Stelzenberg near Kaiserslautern.

Life

Franke studied mathematics from 1969 to 1974 at the Johann Wolfgang Goethe University in Frankfurt am Main , where he received his PhD on February 22, 1980. phil. nat. received his doctorate . The title of his dissertation , which was supervised by Hermann Dinges , is "An optimization problem from stochastic navigation with phase conditions". After completing his doctorate, Franke worked as a research assistant in Frankfurt until 1981 .

After working in the Collaborative Research Center 123 Stochastic Mathematical Models at the Ruprecht-Karls-University in Heidelberg in 1981 and 1982 , Franke was a university assistant at the Johann Wolfgang Goethe University from 1982 to 1987 . On January 14, 1985 he completed his habilitation in mathematics.

From 1987 to 1988 he was professor of stochastics in the mathematics department of the Technical University of Berlin . Finally, he accepted a call to the Technical University of Kaiserslautern, where he has held the chair for applied mathematical statistics since August 1, 1988 .

During his professional activity, he was a visiting fellow at the Department of Statistics, Institute for Advanced Studies , the Australian National University , Canberra , Australia , in 1997 as a guest at the Collaborative Research Center 373 Quantification and Simulation of Economic Processes at the Humboldt University in Berlin and in 2000 at Institute de Statistique of the Université Catholique de Louvain in Louvain-la-Neuve , Belgium .

Franke's research activities revolve around the development of models and statistical estimation and test procedures for nonlinear time series and spatial stochastic processes , with a focus on financial time series and risk analysis.

Works

Scientific works

J. Franke, W. Härdle , CM Hafner : Solutions for Statistics of Financial Markets. Springer, Berlin 2010, ISBN 978-3-642-11133-4 .
J. Franke, J.-P. Kreiß , E. Mammen : Nonparametric Modeling in Financial Time Series. In: TG Andersen, RA Davis, J.-P. Kreiß, T. Mikosch: Handbook of Financial Time Series . Springer, Berlin 2009, ISBN 978-3-540-71296-1 .
J. Franke, W. Härdle, CM Hafner: Statistics of Financial Markets: An Introduction. 2nd Edition. Springer, Berlin / Heidelberg / New York 2008, ISBN 978-3-540-76269-0 .
J. Franke, CM Hafner, W. Härdle: Introduction to the statistics of the financial markets. 2nd Edition. Springer, Berlin / Heidelberg / New York 2004, ISBN 3-540-40558-5 .
J. Franke: Time Series Analysis. In: J. Teugels, B. Sundt: Encyclopaedia of Actuarial Science . Wiley, New York 2004, ISBN 0-470-84676-3 .
J. Franke, W. Härdle, G. Stahl (Hrsg.): Measuring risk in complex stochastic systems. Springer, Berlin / Heidelberg / New York 2000, ISBN 0-387-98996-X .
J. Franke, W. Härdle, D. Martin (Eds.): Robust and Nonlinear Time Series Analysis. Springer, Berlin / Heidelberg / New York 1985, ISBN 3-540-96102-X .

Works as a game designer "Jürgen E. Franke"

Midgard - The Code. Midgard Press, ISBN 978-3-924714-95-6 .
Midgard - The Arcanum. Midgard Press, ISBN 978-3-924714-96-3 .
JE Franke, F. Wagner: Ghosts of the Past: Adventure Volume. Verlag für F & SF-Spiele, Stelzenberg 2008, ISBN 978-3-924714-87-1 .

Web links

personal data
SURNAME	Franke, Jürgen
ALTERNATIVE NAMES	Franke, Jürgen E.
BRIEF DESCRIPTION	German mathematician, professor of mathematics, author of the game Midgard
DATE OF BIRTH	1952