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David Gabauer Location
New Zealand
David Gabauer Work
2025 -now Senior Lecturer in Finance and FinTech @
2023 -2024 Portfolio Manager and Energy Trader @
2020 -2023 Senior Data Scientist @
2019 -2020 Lecturer @
2018 -2019 Assistant Professor @
2019 -2019 Data Scientist @
2018 -2019 Research Fellow @
2017 -2018 Head of Quant Center and Lecturer in Economics and Statistics @
2017 -2017 Adjunct Professor @
2007 -2014 Mechatronic Engineer @
David Gabauer Education
WU (Vienna University of Economics and Business) 2016-2018
Johannes Kepler Universität Linz
Master of Science (MSc) (Economics)
2015-2016
Johannes Kepler Universität Linz
Bachelor of Science (BSc) (Social and Economic Sciences)
2013-2015
HTL Waidhofen 2009-2012
David Gabauer Skills
R
Financial Modelling
Time Series Econometrics
Portfolio Analysis
Risk Management
Machine Learning
Python
Matlab
Mathematica
STATA
SPSS
Microsoft Office
Statistical Simulations
Hedging Strategies
Statistik
Research
OxMetrics
RATS
DCC-GARCH-Copula
Bayesian TVP-FAVAR
family GARCH
VAR/VMA/FAVAR
Multivariate Kalman Filter Estimation
Factor Analysis
Principal Component Analysis
Survival Analysis
Panel Data Analysis
Cross Sectional Data Analysis
ARFIMA
BEKK-GARCH
VEC-GARCH
CCC-GARCH
DCC-GARCH
Instrumental Variable Approach
kNN/ANN/SVM
Random Forest
Random Effects Model
Fixed Effects Model
Mixed Effects Model
Splines
Difference-in-Differences Approach
Difference-in-Difference-in-Differences Approach
GLM/PLS/PCR
Kaplan-Meier/Cox/Weibull
Generalised Linear Models
Multivariate Adaptive Regression Splines
Financial Data Analysis
Dynamic Hedge Ratio (Kroner and Sultan, 1993)
Dynamic Portfolio Weights (Kroner and Ng,1998)
Risk Parity Portfolio
Probabilistic Utility Portfolio
Optimal Draw Down Portfolio
Optimal Risk/Reward Portfolio
VAR/VECM/VARX
GARCH/IGARCH/GJRGARCH/AVGARCH/TGARCH/EGARCH
Vec Garch
Dynamic Hedge Ratio Kroner and Sultan
Difference in Difference in Differences Approach
Dcc Garch Copula
Bekk Garch
Difference in Differences Approach
Bayesian Tvp Favar
Kaplan Meier/Cox/Weibull
Dynamic Portfolio Weights Kroner and Ng
Ccc Garch
Dcc Garch
Dynamic Portfolio Weights
Dynamic Hedge Ratio
David Gabauer Summary
David Gabauer, based in New Zealand, is currently a Senior Lecturer in Finance and FinTech at Lincoln University (NZ). David Gabauer brings experience from previous roles at LINZ AG, Software Competence Center Hagenberg GmbH and Johannes Kepler Universität Linz. David Gabauer holds a 2016 - 2018 WU (Vienna University of Economics and Business). With a robust skill set that includes R, Financial Modelling, Time Series Econometrics, Portfolio Analysis, Risk Management and more. David Gabauer has 2 emails on RocketReach.
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