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Statistics and Data Analysis Group

© Universität Bielefeld

Dr. Rouven Michels

Postdoctoral research associate

Room: V9-126
Phone: +49 521 106-5103
E-mail: r.michels@uni-bielefeld.de

Short CV

  • Since 10/2020: PhD student in the Statistics and Data Analysis Group
  • 05/2019-09/2020: Associate at KPMG (Corporate Governance Services – Risk Management)
  • 10/2013-02/2019: Studies of Mathematical Economics (B.Sc. & M.Sc.) at Bielefeld University

Publications

  • Michels, R., Langrock, R. (2025)
    "Nonparametric estimation of bivariate hidden Markov models using tensor-product B-splines"
    Statistical Modelling, in press

  • Michels, R., Ötting, M., Karlis, D. (2025)
    "Extending the Dixon and Coles model: an application to women's football data"
    Journal of the Royal Statistical Society Series C: Applied Statistics, 74(1), 167-186

  • Oelschläger, L., Adam, T., Michels, R. (2024)
    "fHMM: hidden Markov models for financial time series in R"
    Journal of Statistical Software: 109(9), 1–25

  • Michels, R., Koslik, J.-O. (2024)
    "On the combination of data smoothing and Markov-switching models"
    Journal of the Royal Statistical Society – Series C: 73(3), 557-560

  • Ötting, M., Michels, R., Langrock, R., Deutscher, C. (2024)
    "Demand for live betting — An analysis using state-space models"
    Applied Stochastic Models in Business and Industry: 40(2)
  • Adam, T., Ötting, M., Michels, R. (2023)
    "Markov-switching decision trees"
    AStA Advances in Statistical Analysis, pages 461–476
  • Michels, R., Ötting, M., Langrock, R. (2023)
    "Bettors' reaction to match dynamics: Evidence from in-game betting"
    European Journal of Operational Research: 310(3), 1118-1127

Preprints

Talks

  • "Modelling women’s soccer scores with bivariate distributions from the Sarmanov family", Cascadia Symposium on Statistics in Sports, Vancouver, Canada, September 2024
  • "Latent Markov Models and their applications in sports analytics", SFU Sports Analytics Seminar (invited talk), Burnaby, Canada, September 2024, online available: https://www.youtube.com/watch?v=pjWKWP82dY0&t=563s&ab_channel=DaveClarke
  • "Inferential tools for hidden Markov models with periodic components", 38th International Workshop on Statistical Modelling, Durham, UK, July 2024
  • "Are Fantasy Sports Markets Efficient? The Case of Sorare Football", Workshop on Sports, Economics, and Natural Experiments, Zurich, Switzerland, June 2024
  • "Modelling women’s football scores", RSS Prediction Competition (invited talk), June 2024, online available: https://www.youtube.com/watch?v=M00osEjcp_4&ab_channel=RoyalStatSoc
  • "Exploring team-level momentum effects: a study of offensive and defensive performances in the NBA", AUEB Sports Analytics 2024, Athens, Greece, May 2024
  • "Modelling women’s football scores", Personnel, Innovation, and Education Economists Network Meeting, Bielefeld, Germany, October 2023
  • "Tree-based regression within a hidden Markov model framework", CLADAG, Salerno, Italy, September 2023
  • "Modelling women’s football scores", RSS International Conference (invited talk), Harrogate, UK, September 2023
  • "Modeling women’s football scores with bivariate distributions from the Sarmanov family", 37th International Workshop on Statistical Modelling (Poster), Dortmund, Germany, July 2023
  • "Modelling women’s football scores", RSS Prediction Competition (held online), July, 2023
  • "Modelling women's football scores", 10th MathSport International, Budapest, Hungary, June 2023
  • "Using tensor product B-splines for nonparametric inference in multivariate hidden Markov models", IMS International Conference on Statistics and Data Science, Florence, Italy, December 2022
  • "Extending the Dixon and Coles model: an application to women’s football data", Workshop of the Centre for Statistics, Bielefeld, November 2022
  • "Do bettors value actions on the pitch?", 9th MathSport International, Reading, UK, July 2022
  • "Using tensor product B-splines for nonparametric inference in multivariate hidden Markov models", DAGStat, Hamburg, March 2022
  • "Using tensor product B-splines for nonparametric inference in multivariate hidden Markov models", Workshop of the Centre for Statistics, Bielefeld, March 2022
  • "Patterns of betting behaviour for news in live betting markets", 12th ESEA Conference on Sport Economics (held online), August 2021
  • "Using state-space models for investigating time-varying team strengths in a live betting market", 9th Young Researchers Workshop of the Centre for Statistics, Bielefeld, July 2021
  • "Investigating drivers of stakes in a football live betting market", 8th MathSport International (held online), Reading, UK, June 2021 (video available at https://youtu.be/G5Rzxffj4_M)
  • "The Reaction to News in Live Betting", Statistics Seminar Series (held online), Bielefeld, April 2021

Awards

  • Student prize winner (best presentation) of the IWSM 2024 in Durham, UK
  • Honorable mention NFL Big Data Bowl 2024 (rank 11/300)
  • Student prize winner of the RSS Women's World Cup 2023 Prediction Competition

Teaching

  • Statistical Consulting (2023-2025)
  • Reading Course in Statistical Sciences, winter terms 2022/23 and 2023/24
  • Practicals for the lecture ''Hidden Markov Models'', summer term 2022
  • Practicals for the lecture ''Generalised Linear Models'', winter term 2021/22
  • Tutorials for the lecture courses "Stochastik I" and "Stochastik II" (2015–2019)
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