I'm Jacob! I'm a postdoc at the University of Copenhagen, currently affiliated with the Center for Information and Bubble Studies (CIBS). My research is focused towards statistical models of network dynamics, such as social networks and neurons.
I hold a PhD in Statistics (2018) from the University of Copenhagen and a Masters degree in statistics (2010) from Aarhus University. Between my degrees I worked 4 years as a quant in risk modeling. My main research interest is analysis of networks, see more below.
I was raised in the countryside in the southern part of Denmark and enjoy the outdoors, especially sailing. I can also occasionally be caught playing music, reading a Steinbeck novel, watching a classic noir such as the Maltese Falcon or simply just floating around the internet learning all sorts of peculiar historical facts and skills.
I have a curious mind and therefore often engage myself in new challenges.
Keywords: multivariate stochastic differential equations, network analysis, cointegration, Bayesian filtering, point processes.