Welcome to the website of Fabian Krüger's group at the Karlsruhe Institute of Technology (KIT).

Bild Lehre
Teaching Summer 2024

Predictive Modeling



Recent publications

Reh, L., Krüger, F., Liesenfeld, R. (2023): Predicting the Global Minimum Variance Portfolio. Journal of Business & Economic Statistics 41, 440-452.
Link to journal publication

Conferences and workshops

Fabian Krüger gave seminar talks on the paper `Prediction Intervals for Economic Fixed-Event Forecasts' at the University of Amsterdam (October 20, 2023) and the University of Freiburg (November 23, 2023).