Modern statistical analysis requires standardization, transparency, interactivity, and reproducibility. This thesis presents an add-in based solution building on Microsoft’s COM technology which aims to fulfil these requirements. We will argue in favor of open and flexible environments within...

This master thesis discusses selected topics of Functional Data Analysis (FDA). FDA deals with the random variables (and process) with realizations in the (smooth) functional space. The first part of this thesis introduces the basic assumptions, notation and ideas of FDA, here we will mainly...

In this thesis we propose a risk management methodology to high-dimensional financial portfolios. Instead of estimating the joint density of the portfolios in a high-dimensional space, we are encouraged by using the independent component analysis (ICA) to decompose the dependent risk factors to...