Nikolaj Thams, PhD student
Nikolaj Thams is employed as a PhD-student at the department from the 1st of September 2019. He is associated with the Section for Statistics and Probability Theory. His supervisor will be Prof. Jonas Peters.
Nikolaj holds two bachelor degrees, one in Mathematics and one in Mathematical Economics, and a master’s degree in Statistics, all from the University of Copenhagen - with semesters at the University of Aarhus, University of Hong Kong and ETH Zürich. He graduated in August 2019, with the thesis ‘Causal Structure Learning in Multivariate Point Processes’ supervised by Prof. Niels Richard Hansen.
Alongside his studies, Nikolaj has been working in reinsurance, consulting and as a TA at the department. He has also been involved with the Student Council at the department.
His PhD-project, ‘Using causality for distributional robustness’, aims to develop data science methods that generalize well in many settings, as for example in systems, where data is generated from the same dynamics but in very different environments.
Nikolaj can be found in room 04.03.28.