Dr. Maximilian Nagl
Research topics
- Machine Learning Applications in Finance
- Explainable Artificial Intelligence (XAI)
- Crypto Assets
- Credit Risk Management
- Bayesian Statistics
Short biography
- since 2022: Postdoctoral Researcher (Post-Doc) at the chair of statistics and risk management, Universität Regensburg
- 2023: Visiting Lecturer, KTH Stockholm
- 2021-2023: Representative of the scientific staff
-
2018-2022: Research assistant at the chair of statistics and risk management, Universität Regensburg
-
2017: Semester abroad, Università Cattolica del Sacro Cuore, Milan
-
2015 – 2018: Business administration | M.Sc. (corporate finance and quantitative finance), Universität Regensburg
-
2012 – 2015: Business administration | B.Sc. (financial management and reporting), Universität Regensburg
Teaching goals
Supervision of term papers (M.Sc.)
Supervision of theses (B.Sc. and M.Sc.)
Summer term 2024: Statistics 2 for business, economics and management information systems (Lecture, German)
Winter term 2023/24: Statistics 1 for business, economics and management information systems (Lecture, German)
Summer term 2023: Credit Risk management (Lecture, German)
Winter term 2022/23: Data Science & Machine Learning (Lecture, English)
Summer term 2022: Applied Data Science (Lecture, German)
Winter term 2021/22: Data Science & Machine Learning (Tutorial, German)
Summer term 2021: Applied Data Science (Tutorial, German)
Winter term 2020/21: Data Science & Machine Learning (Tutorial, German)
Summer term 2020: Applied Data Science (Tutorial, German)
Winter term 2019/20: Data Science & Machine Learning (Lecture + Tutorial, German)
Summer term 2019: Statistics 3 (Tutorial, German)
Winter term 2018/19: Multivariate Statistical Methods (Tutorial, German)
Working Papers
Drivers of cryptocurrency returns - An analysis from the lens of sustainability (2023)
Alicia Billand Maximilian Nagl and Daniel Rösch
Virtual Land as a New Asset Class: Examining the Relationship with physical Real Estate Markets (2023)
Heiko Leonhard, Maximilian Nagl and Wolfgang Schäfers
Determinants of U.S. REIT Bond Risk Premia with Explainable Machine Learning (2023)
Jakob Kozak, Cathrine Nagl, Maximilian Nagl, Wolfgang Schäfers and Eli Beracha
The Power of Narrative: Unveiling the Heterogeneous Impact of Qualitative Information on Creditworthiness (2023)
Maximilian Nagl, Johannes Raab and Daniel Rösch
Non-linearity and the distribution of market based loss rates (2023)
Matthias Nagl, Maximilian Nagl and Daniel Rösch
Does non-linearity in risk premiums vary over time? (2023)
Maximilian Nagl
Conferences
17th International Conference on Computational and Financial Econometrics (CFE) 2023, Berlin
16th International Risk Management Conference 2023, Florence (IT)
39th American Real Estate Society (ARES) Annual Conference 2023, San Antonio (USA)
16th International Conference on Computational and Financial Econometrics (CFE) 2022, London (UK)
Global Credit Data (GCD) European Conference 2022, London (UK)
Brown Bag Seminar AFT 2022, University of Passau
14th International Risk Management Conference 2021 (Cagliari, virtual)
Finance Research Letters Annual Event 2021 (presentation & session chair)
Global Credit Data (GCD) European Conference 2021 (virtual)
14th International Conference on Computational and Financial Econometrics (CFE) 2020, London (United Kingdom, virtual)
33th Australasian Finance and Banking Conference (AFBC) 2020, Sydney (Australia, virtual)
9th International Conference on Futures and other Derivatives (ICFOD) 2020, Zhuhai (China, virtual)
FIRM Round Table Artificial Intelligence 2020, Frankfurt (Germany, virtual)
13th International Conference on Computational and Financial Econometrics (CFE) 2019, London (United Kingdom)
Global Credit Data (GCD) European Conference 2019, Vienna (Austria)
Industry Talks
IREBS Symposium , Krypto Assets & Real Estate: Überperformance mit virtuellen Immobilieninvestments ?, 2023
Nagler & Company GmbH, Fundamentals of Machine Learning, 2023
Bayerische Landesbank, Regulatorik im Banking – Modelle, KI und die Aufsicht, 2023
Bayerische Landesbank, Einsatz von KI im Risikocontrolling von Banken, 2022
Bayerische Landesbank, Machine Learning for Credit Default Analytics, 2019
Sekretariat Roesch - 23.05.2024 07:17 
- Faculty of Business, Economics and Management Information Systems
- Department of Business Administration
Chair of Statistics and Risk Management
Research Fellow
Dr. Maximilian Nagl
Room RW(S) 212
Phone +49 941 943-2752
Fax +49 941 943-4936
E-Mail
Office hours: Thu 14.30-15.30 only by prior arrangement