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JZ
Johanna F. Ziegel
Statistics
ETH Zurich
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About Johanna F. Ziegel at ETH Zurich (ETH)
Johanna F. Ziegel is a professor at ETH Zurich specializing in statistical methods for financial risk modeling, probabilistic forecasting, and risk optimization.
Representative publications include "Evaluating Forecasts for High-Impact Events Using Transformed Kernel Scores", and "Weighted Verification Tools to Evaluate Univariate and Multivariate Probabilistic Forecasts for High-Impact Weather Events", which reflect their ongoing engagement with the field.
Research Areas
financial risk modelingstatistical inferenceprobabilistic forecastingrisk optimizationtail calibrationbacktestingscoring rulesportfolio theory
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