Lennart Oelschläger

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Hi, I’m Lennart! 👋🙂

I’m a PhD student in the Econometrics Group at Bielefeld University. I like data science and math, teaching both, and developing open source software. In my spare time, you can find me in front of a chess board or above the clouds.

  • Discrete choice models, in particular preference heterogeneity and Bayesian estimation of latent class mixed multinomial probit models.
  • Numerical optimization, in particular methods for efficient and robust initialization.
  • Hidden Markov models, in particular hierarchical extensions to improve trend detection in financial time series across different time scales.

TBA