Dipl.-Vw. Quant. Fabian H. C. Raters

  • Data scientist for computer science, finance and meta research
  • Research associate at the Chair of Econometrics
  • IT and Stud.IP computer administrator for the chairs of Statistics and Econometrics
  • Network administrator for the chairs of Statistics and Econometrics


Research interests

  • Financial markets: Financial assets and derivatives trading, sports betting.
  • Time series analysis: Autoregressive processes, copula modeling, multivariate volatility models.
  • Data organisation and analysis: Multivariate statistics, artificial neural networks, data mining, parallelization, big data.
  • Software engineering: Analytical software, data acquisition and security, efficient algorithms, versioning.

Articles in peer-reviewed journals

  • Panel unit root tests for heteroskedastic panels (with H. Herwartz, S. Maxand and Y. M. Walle), The Stata Journal, 2018, 18(1), 184-196.
  • Copula-MGARCH with continuous covariance decomposition (with H. Herwartz), Economics Letters, 2015, 133, 73-76.

Articles in peer-reviewed volumes

  • VaR in high dimensional systems (with H. Herwartz and B. Pedrinha), Härdle, W., C. Y. Chen, L. Overbeck (Eds.): Applied Quantitative Finance, 3rd Ed., Springer Verlag, 2017, 3-23.
  • Multivariate volatility models (with M. Fengler and H. Herwartz), Härdle, W., C. Y. Chen, L. Overbeck (Eds.): Applied Quantitative Finance, 3rd Ed., Springer Verlag, 2017, 25-37.

Published research software

  • collateral: Reproducible, comfortable and fast processing with R (R), project page.
  • plaint: Plain Table Markup Language (R), project page.
  • xtpurt: Panel unit root tests for heteroskedastic panels (Stata), project page.


Reviewing in journals

  • since 07/2014 Refereeing for Computional Statistics.
  • since 06/2014 Supporting the Biometrical Journal in replications of articles based on computations with MATLAB.


Fields of teaching

  • Lecture on Python for Econometrics | PyEcon.org (Master)
  • Lectures on Scientific Programming (Bachelor and Master)
  • Major Tutorial on Introduction to Econometrics (Obligatory Course, Bachelor)
  • Major Tutorial on Econometrics I (Obligatory Course, Master)
  • Major Tutorial on Econometrics II (Master)
  • Course: Introduction to MATLAB
  • Lecture on Scientific Programming, Winter Term 14/15 (Lectureship from the Faculty for Geoscience, Göttingen)
  • Institute for Statistics and Econometrics, CAU Kiel:
  • Computer-Based Data Analysis (Obligatory Course, Bachelor)
  • Tutorial on Methodology of Statistics I und II (Obligatory Course, Bachelor)
  • Tutorial on Programming for Economists


Acad. C. V.

  • 2015 WT Visiting researcher at the Haas School of Business, Finance Group (Host: Prof. Johan Walden, PhD), University of California, Berkeley.
  • Since 2012 Research associate at the Chair of Econometrics (Prof. Dr. Helmut Herwartz), Georg-August-Universität Göttingen.
  • 2010 - 2011 Studies with full-year scholarship at the Adam Smith Business School, University of Glasgow, Scotland.
  • 2007 - 2012 Student assistant, administrator and tutor at the Institute for Statistics and Econometrics (Prof. Dr. Herwartz and Prof. Dr. Liesenfeld), Christian-Albrechts-Universität zu Kiel.
  • 2006 - 2012 Studies "Volkswirtschaftslehre mit Schwerpunkt Quantitative Wirtschaftsforschung" (quantitative economics, Diplom, i. e. M.Sc. equivalent) and minor subject computer science at the Christian-Albrechts-Universität zu Kiel.

Acad. honors

  • Visiting Scholarship by the Haas School of Business, UC Berkeley, in 2015
  • Deutsche Bank-Prize 2012 for the Best Diplom Thesis ("Adapting to Global Information Flows - Forecasting Financial Market Volatility with Artificial Neural Networks", Grade: 1.0)
  • Erich Schneider-Prize 2012 for the Best Diplom (Grade: 1.1)

Acad. memberships

  • American Finance Association
  • Bundesverband Deutscher Volks- und Betriebswirte (bdvb)
  • Deutsche Gesellschaft für Finanzwirtschaft
  • Econometric Society
  • IEEE & IEEE Computer Society
  • Verein für Socialpolitik