SRH University
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Professor

Prof. Dr. Viktor Winschel

Professor of Quantitative Methods

E-Mail: [email protected]
Phone: +49 179 7621055
A man with curly gray hair and glasses is wearing a blue blazer over a patterned shirt. He is looking directly at the camera.
About me

About me

Professor of Quantitative Methods at SRH University, Cologne Campus
Design and implementation of regional, digital, self-service farm shops Founding and development of Yobst GmbH, Mannheim
Configuration and simulation of digital twins for electric vehicles and residential solar systems Conducted for Volkswagen, in collaboration with E3DC, Osnabrück
Compositional compilers for multi-agent AI systems, University of Glasgow
Sensitivity analysis in economics and insurance studies, ETH Zurich
Programming and simulation of digital twins for reservoir-based hydroelectric power plants Commissioned by DNV-GL, a consultancy for renewable energy systems, Bonn
Monetary policy and macroeconometrics, postdoctoral research under Professor K. Adam, University of Mannheim
Computational economics, postdoctoral research under Professor F. Kübler, University of Mannheim
Monetary and currency policy, doctoral research under Professor R. Vaubel, University of Mannheim
Programming and simulation of derivative portfolios for Metzler Investment Bank, Frankfurt, conducted at the Centre for European Economic Research
Production and direction management of films, music videos, and commercial clips Founding and development of Media Mutant Film Production, Stuttgart
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I have contributed to these publications


Publications in peer-reviewed journals

  • 2018 – Compositional Game Theory, Logic in Computer Science, with Neil Ghani, Jules Hedges, and Philipp Zahn
  • 2018 – Uncertainty Quantification and Global Sensitivity Analysis for Economic Models, Quantitative Economics, with Bruno Sudret, Stefano Marelli, and Daniel Harenberg
  • 2017 – Higher-Order Decision Theory, Algorithmic Decision Theory, Lecture Notes in Artificial Intelligence, with Evguenia Winschel, Philipp Zahn, Jules Hedges, and Paulo Oliva
  • 2016 – Selection Equilibria in Higher Order Games, Practical Aspects of Declarative Languages, with Evguenia Winschel, Philipp Zahn, Jules Hedges, and Paulo Oliva
  • 2015 – Coalgebraic Analysis of Subgame-Perfect Equilibria in Infinite Games without Discounting, Mathematical Structures in Computer Science, with Samson Abramsky
  • 2010 – Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality, Econometrica, 78(2), pp. 803–821, with Markus Krätzig
  • 2008 – Likelihood Approximation by Numerical Integration on Sparse Grids, Journal of Econometrics, 144, pp. 62–80, with Florian Heiss
  • 2005 – The Empirical Analysis of Exchange Rate Regimes and Nonlinear Structural Econometrics, Doctoral thesis, University of Mannheim
  • 2001 – Public Deficits and Borrowing Costs: The Missing Half of the Market Discipline, Journal of Public Finance and Public Choice, with Friedrich Heinemann


Published discussion papers

  • 2018 – The Algebra of Predicting Agents, with Jules Hedges and Joe Bolt
  • 2017 – A Compositional Coalgebraic Semantics of Strategic Games, with Achim Blumensath
  • 2016 – Compositionality and String Diagrams for Game Theory, with Jules Hedges, Evguenia Sprits, and Philipp Zahn
  • 2009 – Bayesian Network Analysis of Trade Effects of Currency Unions and Free Trade Agreements, with Phillip Baur
  • 2001 – EMU Enlargement, included in doctoral thesis
  • 2009 – JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models, with Markus Krätzig
  • 2002 – Does the Nominal Exchange Rate Facilitate Real Exchange Rate Adjustment in Floating Exchange Rate Regimes? A SVAR Decomposition of German Exchange Rates: 1973–1998, included in doctoral thesis
  • 1996 – Risk Management with Shortfall Measures: The Program Mamba – Metzler Asset Management Benchmark Analyser, ZEW Documentation 96-09, with Olaf Korn, Andrea Szczesny, and Michael Schröder
  • 2005 – Public Choice: Positive Economic Theory of Democratic Economic Policy; Including an Introduction to Econometrics